+125.7%
A vs NTR
+98.7%
+27.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.3% | -0.5% |
| 7D | -4.6% | -2.5% | -2.1% | -4.0% |
| 30D | -4.3% | +17.0% | -21.3% | -8.0% |
| 3M | +8.9% | +22.2% | -13.2% | +3.2% |
| 6M | +24.5% | +5.2% | +19.3% | +21.7% |
| YTD | +5.8% | +29.7% | -23.9% | -2.7% |
| 1Y | +16.2% | +39.4% | -23.2% | +4.2% |
| 3Y | +28.5% | +38.2% | -9.7% | +13.5% |
| 5Y | -16.3% | +47.6% | -63.9% | -32.4% |
| All | +125.7% | +98.7% | +27.1% | +53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling