+35.5%
NTRS vs FIGR
-11.3%
+46.8%
-7.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.6% | +5.7% | +1.4% |
| 7D | +1.4% | -3.0% | +4.4% | +1.5% |
| 30D | -0.7% | +13.7% | -14.3% | -2.0% |
| 3M | +11.3% | +23.9% | -12.6% | +9.0% |
| 6M | +35.5% | -8.4% | +44.0% | +35.1% |
| All | +35.5% | -11.3% | +46.8% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 6mo: compounded portfolio wealth divided by compounded FIGR 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…
6mo analysis · Full analysis span regression · 6 months rolling