+117.0%
ALL vs NTR
+48.6%
+68.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.2% | +0.5% | -2.8% | -2.3% |
| 30D | -5.6% | +21.7% | -27.3% | -7.6% |
| 3M | +17.2% | +22.8% | -5.5% | +14.6% |
| 6M | +23.2% | +8.2% | +15.0% | +21.8% |
| YTD | +23.6% | +32.9% | -9.3% | +18.9% |
| 1Y | +29.2% | +45.3% | -16.2% | +22.6% |
| 3Y | +153.8% | +41.7% | +112.2% | +140.5% |
| All | +117.0% | +48.6% | +68.4% | +100.4% |
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