+122.6%
C vs NTR
+81.1%
+41.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | -0.1% |
| 7D | +4.2% | -0.3% | +4.5% | +4.3% |
| 30D | +2.0% | +2.0% | 0.0% | +1.0% |
| 3M | -10.1% | +6.4% | -16.5% | -13.1% |
| 6M | +1.0% | +1.6% | -0.6% | -1.1% |
| YTD | +8.5% | +18.2% | -9.7% | -3.8% |
| 1Y | +25.7% | +23.9% | +1.8% | +8.6% |
| 3Y | +216.0% | +44.7% | +171.3% | +141.3% |
| 5Y | +112.3% | +21.3% | +91.0% | +52.4% |
| All | +122.6% | +81.1% | +41.4% | -1.3% |
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