+150.1%
ALL vs NTR
+40.7%
+109.4%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.2% | +0.5% | -2.8% | -2.2% |
| 30D | -5.6% | +21.7% | -27.3% | -6.4% |
| 3M | +17.2% | +22.8% | -5.5% | +16.2% |
| 6M | +23.2% | +8.2% | +15.0% | +22.7% |
| YTD | +23.6% | +32.9% | -9.3% | +21.3% |
| 1Y | +29.2% | +45.3% | -16.2% | +25.8% |
| All | +150.1% | +40.7% | +109.4% | +153.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling