+27.7%
ALL vs NTR
+39.1%
-11.4%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +0.8% |
| 7D | -2.3% | -1.3% | -1.0% | -2.3% |
| 30D | -0.4% | +16.8% | -17.2% | -0.3% |
| 3M | +16.0% | +20.7% | -4.7% | +16.4% |
| 6M | +24.6% | +0.5% | +24.0% | +24.3% |
| YTD | +23.7% | +29.2% | -5.5% | +23.3% |
| 1Y | +27.7% | +39.6% | -11.9% | +25.7% |
| All | +27.7% | +39.1% | -11.4% | +25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling