+90.2%
NTR vs FLR
+10.8%
+79.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.6% |
| 7D | -1.3% | -3.5% | +2.2% | -0.6% |
| 30D | +16.8% | +4.2% | +12.6% | +15.7% |
| 3M | +20.7% | +8.1% | +12.7% | +17.5% |
| 6M | +0.5% | +21.5% | -21.0% | -5.5% |
| YTD | +29.2% | +36.8% | -7.6% | +17.8% |
| 1Y | +39.6% | +31.2% | +8.4% | +27.6% |
| 3Y | +37.9% | +53.9% | -16.0% | +15.3% |
| 5Y | +47.1% | +243.0% | -196.0% | +0.9% |
| All | +90.2% | +10.8% | +79.3% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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