+247.6%
B vs NTR
+98.7%
+148.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | -0.1% | -2.1% |
| 7D | -5.0% | -2.5% | -2.6% | -4.6% |
| 30D | +8.7% | +17.0% | -8.3% | +5.5% |
| 3M | +17.3% | +22.2% | -4.9% | +12.7% |
| 6M | -5.0% | +5.2% | -10.2% | -6.6% |
| YTD | +1.4% | +29.7% | -28.2% | -4.0% |
| 1Y | +50.5% | +39.4% | +11.1% | +40.3% |
| 3Y | +194.4% | +38.2% | +156.2% | +171.8% |
| 5Y | +156.7% | +47.6% | +109.1% | +139.0% |
| All | +247.6% | +98.7% | +148.9% | +220.8% |
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