+798.6%
ASX vs NTR
+97.9%
+700.6%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +5.2% | -1.3% | +6.5% | +5.7% |
| 30D | +0.5% | +16.8% | -16.3% | -4.4% |
| 3M | +8.3% | +20.7% | -12.4% | +1.4% |
| 6M | +82.0% | +0.5% | +81.5% | +79.4% |
| YTD | +147.6% | +29.2% | +118.4% | +123.1% |
| 1Y | +258.8% | +39.6% | +219.2% | +212.5% |
| 3Y | +452.1% | +37.9% | +414.2% | +373.0% |
| 5Y | +441.7% | +47.1% | +394.7% | +313.0% |
| All | +798.6% | +97.9% | +700.6% | +450.9% |
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