+32.9%
NTR vs FGI
-69.8%
+102.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +1.5% |
| 7D | +3.8% | +5.2% | -1.3% | +3.8% |
| 30D | +25.2% | +65.2% | -40.0% | +23.7% |
| 3M | +21.0% | +30.2% | -9.2% | +19.8% |
| 6M | +7.6% | +87.8% | -80.2% | +5.1% |
| YTD | +32.9% | +32.5% | +0.4% | +30.5% |
| 1Y | +43.1% | +93.6% | -50.5% | +37.3% |
| 3Y | +41.6% | -2.6% | +44.2% | +36.1% |
| All | +32.9% | -69.8% | +102.7% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling