+131.7%
A vs NTR
+97.9%
+33.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.0% | +2.8% |
| 7D | -2.6% | -1.3% | -1.3% | -2.3% |
| 30D | -0.9% | +16.8% | -17.7% | -4.7% |
| 3M | +13.6% | +20.7% | -7.1% | +8.0% |
| 6M | +27.8% | +0.5% | +27.3% | +26.5% |
| YTD | +8.6% | +29.2% | -20.6% | 0.0% |
| 1Y | +16.9% | +39.6% | -22.7% | +4.7% |
| 3Y | +32.9% | +37.9% | -5.0% | +17.5% |
| 5Y | -14.1% | +47.1% | -61.2% | -30.5% |
| All | +131.7% | +97.9% | +33.8% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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