-49.3%
COMP vs NTR
+54.5%
-103.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | 0.0% | -0.3% | +0.3% | +0.1% |
| 30D | +16.6% | +2.0% | +14.6% | +15.7% |
| 3M | -23.5% | +6.4% | -29.9% | -25.6% |
| 6M | +25.7% | +1.6% | +24.1% | +23.5% |
| YTD | -3.4% | +18.2% | -21.6% | -14.3% |
| 1Y | +7.6% | +23.9% | -16.4% | -7.0% |
| 3Y | +423.6% | +44.7% | +378.9% | +307.1% |
| 5Y | -10.6% | +21.3% | -31.9% | -25.6% |
| All | -49.3% | +54.5% | -103.8% | -62.1% |
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