+97.6%
AR vs NTR
+103.6%
-6.0%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.4% | -1.9% |
| 7D | -1.8% | +3.8% | -5.7% | -4.4% |
| 30D | +12.6% | +25.2% | -12.7% | -3.3% |
| 3M | +10.0% | +21.0% | -11.0% | -3.9% |
| 6M | +0.6% | +7.6% | -7.0% | -5.9% |
| YTD | +13.4% | +32.9% | -19.5% | -9.3% |
| 1Y | +21.7% | +43.1% | -21.4% | -8.7% |
| 3Y | +45.8% | +41.6% | +4.2% | +5.8% |
| 5Y | +144.3% | +54.8% | +89.5% | +49.3% |
| All | +97.6% | +103.6% | -6.0% | +0.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling