+33.0%
NTR vs FGI
-69.1%
+102.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.3% | 0.0% |
| 7D | +0.5% | +14.7% | -14.2% | +0.4% |
| 30D | +21.7% | +67.0% | -45.2% | +20.2% |
| 3M | +22.8% | +31.0% | -8.3% | +21.5% |
| 6M | +8.2% | +126.8% | -118.6% | +5.4% |
| YTD | +32.9% | +35.6% | -2.7% | +30.6% |
| 1Y | +45.3% | +108.9% | -63.6% | +39.2% |
| 3Y | +41.7% | -0.3% | +41.9% | +36.2% |
| All | +33.0% | -69.1% | +102.0% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling