+37.9%
NTR vs FDS
-37.4%
+75.3%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.9% | -0.3% |
| 7D | -1.3% | -14.0% | +12.7% | -0.5% |
| 30D | +16.8% | -6.2% | +23.0% | +17.2% |
| 3M | +20.7% | +10.2% | +10.6% | +19.9% |
| 6M | +0.5% | +27.4% | -26.9% | -1.3% |
| YTD | +29.2% | -9.3% | +38.4% | +31.7% |
| 1Y | +39.6% | -28.6% | +68.2% | +47.6% |
| 3Y | +37.9% | -36.8% | +74.7% | +43.1% |
| All | +37.9% | -37.4% | +75.3% | +43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling