+25.4%
NTR vs FGI
+45.2%
-19.7%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | 0.0% | -0.2% |
| 7D | +4.1% | -4.1% | +8.2% | +4.1% |
| 30D | +7.0% | -3.4% | +10.3% | +7.0% |
| 3M | +9.7% | +61.8% | -52.1% | +9.6% |
| 6M | +7.4% | +17.0% | -9.6% | +7.3% |
| YTD | +19.8% | +31.4% | -11.6% | +20.6% |
| 1Y | +25.4% | +42.7% | -17.3% | +22.9% |
| All | +25.4% | +45.2% | -19.7% | +22.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling