+48.1%
NTRS vs FDS
-17.4%
+65.5%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +0.1% |
| 7D | +0.4% | -1.9% | +2.3% | +0.4% |
| 30D | +1.7% | +9.0% | -7.3% | +1.6% |
| 3M | +8.9% | +18.9% | -10.0% | +8.5% |
| 6M | +30.6% | +35.1% | -4.5% | +29.4% |
| YTD | +38.7% | +5.5% | +33.2% | +39.0% |
| 1Y | +48.1% | -16.8% | +64.9% | +46.1% |
| All | +48.1% | -17.4% | +65.5% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling