+159.9%
ACWI vs NTR
+100.5%
+59.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.5% | +0.4% |
| 7D | +0.5% | +8.1% | -7.6% | -1.5% |
| 30D | +0.9% | +18.8% | -17.9% | -3.5% |
| 3M | +2.4% | +16.2% | -13.8% | -1.7% |
| 6M | +12.4% | +9.8% | +2.6% | +8.6% |
| YTD | +15.2% | +30.9% | -15.7% | +5.8% |
| 1Y | +22.7% | +41.8% | -19.0% | +9.8% |
| 3Y | +75.8% | +35.8% | +40.0% | +56.4% |
| 5Y | +67.7% | +51.0% | +16.7% | +33.2% |
| All | +159.9% | +100.5% | +59.4% | +70.7% |
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