+977.1%
BE vs NTR
+100.6%
+876.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | +23.9% | +0.5% | +23.4% | +23.5% |
| 30D | +27.8% | +21.7% | +6.1% | +12.0% |
| 3M | +3.7% | +22.8% | -19.0% | -10.7% |
| 6M | +78.0% | +8.2% | +69.7% | +65.1% |
| YTD | +209.9% | +32.9% | +177.0% | +148.2% |
| 1Y | +389.6% | +45.3% | +344.3% | +262.0% |
| 3Y | +1,730.6% | +41.7% | +1,688.9% | +1,261.3% |
| 5Y | +1,227.8% | +49.8% | +1,178.0% | +713.6% |
| All | +977.1% | +100.6% | +876.5% | +249.4% |
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