+47.6%
NTR vs FHN
+87.6%
-40.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.6% |
| 7D | -2.5% | -0.8% | -1.7% | -2.3% |
| 30D | +17.0% | -2.6% | +19.7% | +17.6% |
| 3M | +22.2% | +0.8% | +21.3% | +21.8% |
| 6M | +5.2% | +9.2% | -4.0% | +2.9% |
| YTD | +29.7% | +5.1% | +24.6% | +27.6% |
| 1Y | +39.4% | +12.2% | +27.2% | +34.8% |
| 3Y | +38.2% | +132.4% | -94.2% | +8.3% |
| 5Y | +47.6% | +91.1% | -43.5% | +9.1% |
| All | +47.6% | +87.6% | -40.0% | +9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling