+95.6%
NTR vs FDS
+64.1%
+31.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.3% | +5.8% | +2.7% |
| 7D | +3.8% | -5.4% | +9.2% | +5.4% |
| 30D | +25.2% | +1.6% | +23.7% | +24.5% |
| 3M | +21.0% | +17.7% | +3.3% | +14.5% |
| 6M | +7.6% | +29.1% | -21.5% | -2.2% |
| YTD | +32.9% | +1.0% | +31.9% | +30.1% |
| 1Y | +43.1% | -21.6% | +64.7% | +52.5% |
| 3Y | +41.6% | -30.1% | +71.7% | +54.4% |
| 5Y | +54.8% | -20.7% | +75.5% | +56.7% |
| All | +95.6% | +64.1% | +31.4% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded FDS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling