+157.2%
ACWI vs NTR
+103.7%
+53.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.6% |
| 7D | 0.0% | +0.5% | -0.5% | -0.1% |
| 30D | -0.6% | +21.7% | -22.3% | -5.4% |
| 3M | +4.3% | +22.8% | -18.5% | -1.3% |
| 6M | +12.7% | +8.2% | +4.5% | +9.4% |
| YTD | +13.9% | +32.9% | -19.0% | +4.2% |
| 1Y | +20.5% | +45.3% | -24.8% | +7.1% |
| 3Y | +76.5% | +41.7% | +34.9% | +55.2% |
| 5Y | +67.5% | +49.8% | +17.7% | +33.8% |
| All | +157.2% | +103.7% | +53.5% | +68.2% |
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