-46.5%
COMP vs NTR
+56.8%
-103.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.1% | +4.5% | +5.3% |
| 7D | +14.5% | +3.0% | +11.6% | +13.4% |
| 30D | +14.9% | +7.1% | +7.8% | +12.1% |
| 3M | -14.2% | +13.1% | -27.3% | -18.3% |
| 6M | +23.7% | +7.6% | +16.2% | +19.0% |
| YTD | +2.1% | +20.0% | -17.9% | -9.9% |
| 1Y | +26.2% | +30.2% | -4.0% | +6.8% |
| 3Y | +470.9% | +46.8% | +424.1% | +341.4% |
| 5Y | -14.0% | +22.7% | -36.8% | -28.7% |
| All | -46.5% | +56.8% | -103.2% | -60.2% |
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