+67.5%
ACWI vs NTR
+55.5%
+12.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.5% |
| 3M | +4.3% | +22.8% | -18.5% | +0.9% |
| 6M | +12.7% | +8.2% | +4.5% | +10.7% |
| YTD | +13.9% | +32.9% | -19.0% | +7.7% |
| 1Y | +20.5% | +45.3% | -24.8% | +11.9% |
| 3Y | +76.5% | +41.7% | +34.9% | +62.4% |
| 5Y | +67.5% | +49.8% | +17.7% | +42.4% |
| All | +67.5% | +55.5% | +12.0% | +42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling