+92.6%
NTR vs FDS
+71.5%
+21.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +2.0% | -0.6% |
| 7D | +8.1% | -1.9% | +10.0% | +8.6% |
| 30D | +18.8% | +9.0% | +9.7% | +15.8% |
| 3M | +16.2% | +18.9% | -2.6% | +9.8% |
| 6M | +9.8% | +35.1% | -25.4% | -1.4% |
| YTD | +30.9% | +5.5% | +25.4% | +26.7% |
| 1Y | +41.8% | -16.8% | +58.6% | +48.5% |
| 3Y | +35.8% | -28.1% | +63.8% | +47.3% |
| 5Y | +51.0% | -17.4% | +68.5% | +51.4% |
| All | +92.6% | +71.5% | +21.1% | +22.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling