+132.0%
C vs NTR
+55.5%
+76.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.8% |
| 7D | +2.6% | +0.5% | +2.0% | +2.5% |
| 30D | +1.9% | +21.7% | -19.8% | -2.1% |
| 3M | +2.8% | +22.8% | -20.0% | -1.6% |
| 6M | +30.6% | +8.2% | +22.3% | +27.4% |
| YTD | +19.9% | +32.9% | -13.1% | +10.7% |
| 1Y | +44.6% | +45.3% | -0.8% | +29.9% |
| 3Y | +272.1% | +41.7% | +230.5% | +230.3% |
| 5Y | +132.0% | +49.8% | +82.1% | +78.4% |
| All | +132.0% | +55.5% | +76.4% | +78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling