+257.9%
B vs NTR
+100.5%
+157.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.9% |
| 7D | -1.6% | +8.1% | -9.7% | -3.0% |
| 30D | +9.4% | +18.8% | -9.3% | +5.8% |
| 3M | +5.0% | +16.2% | -11.2% | +1.9% |
| 6M | -3.5% | +9.8% | -13.3% | -5.9% |
| YTD | +4.5% | +30.9% | -26.4% | -1.3% |
| 1Y | +67.8% | +41.8% | +26.0% | +55.9% |
| 3Y | +196.7% | +35.8% | +160.9% | +174.5% |
| 5Y | +151.9% | +51.0% | +100.9% | +134.0% |
| All | +257.9% | +100.5% | +157.4% | +229.7% |
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 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