+37.9%
NTR vs FLR
+54.2%
-16.3%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.5% |
| 7D | -1.3% | -3.5% | +2.2% | -1.0% |
| 30D | +16.8% | +4.2% | +12.6% | +16.4% |
| 3M | +20.7% | +8.1% | +12.7% | +19.5% |
| 6M | +0.5% | +21.5% | -21.0% | -2.0% |
| YTD | +29.2% | +36.8% | -7.6% | +23.8% |
| 1Y | +39.6% | +31.2% | +8.4% | +33.9% |
| 3Y | +37.9% | +53.9% | -16.0% | +16.8% |
| All | +37.9% | +54.2% | -16.3% | +16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling