+119.1%
ALL vs NTR
+47.6%
+71.5%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.4% |
| 7D | +5.0% | -0.3% | +5.4% | +5.0% |
| 30D | +13.3% | +2.0% | +11.4% | +13.2% |
| 3M | +3.2% | +6.4% | -3.2% | +3.0% |
| 6M | +25.3% | +1.6% | +23.7% | +25.2% |
| YTD | +30.5% | +18.2% | +12.2% | +29.2% |
| 1Y | +29.2% | +23.9% | +5.3% | +27.5% |
| 3Y | +119.1% | +44.7% | +74.5% | +115.4% |
| All | +119.1% | +47.6% | +71.5% | +115.4% |
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 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