+2,346.4%
NTRS vs FDS
+8,159.2%
-5,812.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.5% |
| 7D | +1.4% | -14.0% | +15.4% | +6.8% |
| 30D | -0.7% | -6.2% | +5.6% | +1.2% |
| 3M | +11.3% | +10.2% | +1.2% | +5.6% |
| 6M | +35.5% | +27.4% | +8.1% | +20.1% |
| YTD | +40.6% | -9.3% | +49.9% | +39.7% |
| 1Y | +49.2% | -28.6% | +77.9% | +60.5% |
| 3Y | +167.2% | -36.8% | +204.0% | +199.2% |
| 5Y | +94.9% | -28.6% | +123.6% | +107.2% |
| 10Y | +259.5% | +64.1% | +195.4% | +177.3% |
| All | +2,346.4% | +8,159.2% | -5,812.8% | +665.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling