+94.3%
AR vs NTR
+97.9%
-3.7%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.6% |
| 7D | -2.5% | -1.3% | -1.2% | -1.7% |
| 30D | +2.5% | +16.8% | -14.2% | -7.8% |
| 3M | +12.3% | +20.7% | -8.4% | -1.8% |
| 6M | -3.1% | +0.5% | -3.7% | -5.2% |
| YTD | +11.5% | +29.2% | -17.7% | -9.2% |
| 1Y | +17.0% | +39.6% | -22.6% | -10.8% |
| 3Y | +47.3% | +37.9% | +9.4% | +8.7% |
| 5Y | +141.2% | +47.1% | +94.2% | +53.4% |
| All | +94.3% | +97.9% | -3.7% | +0.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling