+90.2%
NTR vs FHN
+66.1%
+24.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -1.3% | -1.2% | -0.1% | -0.9% |
| 30D | +16.8% | -4.8% | +21.6% | +18.6% |
| 3M | +20.7% | -0.7% | +21.5% | +20.7% |
| 6M | +0.5% | +10.6% | -10.1% | -3.4% |
| YTD | +29.2% | +4.6% | +24.6% | +25.9% |
| 1Y | +39.6% | +11.4% | +28.2% | +32.6% |
| 3Y | +37.9% | +132.3% | -94.4% | -4.1% |
| 5Y | +47.1% | +90.2% | -43.1% | +1.2% |
| All | +90.2% | +66.1% | +24.0% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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