+47.6%
NTR vs FDS
-28.1%
+75.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.8% | +3.4% | -1.7% |
| 7D | -2.5% | -16.0% | +13.5% | -0.2% |
| 30D | +17.0% | -6.7% | +23.8% | +18.0% |
| 3M | +22.2% | +6.0% | +16.2% | +20.6% |
| 6M | +5.2% | +25.1% | -19.9% | +0.5% |
| YTD | +29.7% | -8.1% | +37.8% | +31.8% |
| 1Y | +39.4% | -26.0% | +65.4% | +49.0% |
| 3Y | +38.2% | -36.4% | +74.6% | +51.0% |
| 5Y | +47.6% | -27.7% | +75.3% | +69.4% |
| All | +47.6% | -28.1% | +75.7% | +69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling