+132.6%
AR vs NTR
+45.7%
+86.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.7% |
| 7D | -2.5% | -1.3% | -1.2% | -1.9% |
| 30D | +2.5% | +16.8% | -14.2% | -5.7% |
| 3M | +12.3% | +20.7% | -8.4% | +1.1% |
| 6M | -3.1% | +0.5% | -3.7% | -4.6% |
| YTD | +11.5% | +29.2% | -17.7% | -4.9% |
| 1Y | +17.0% | +39.6% | -22.6% | -5.2% |
| 3Y | +47.3% | +37.9% | +9.4% | +17.3% |
| All | +132.6% | +45.7% | +86.9% | +41.2% |
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