-47.0%
COMP vs NTR
+73.7%
-120.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +0.8% | +0.5% | +0.3% | +0.6% |
| 30D | -13.9% | +21.7% | -35.6% | -19.8% |
| 3M | +30.7% | +22.8% | +8.0% | +20.5% |
| 6M | +18.7% | +8.2% | +10.4% | +12.3% |
| YTD | +1.0% | +32.9% | -31.9% | -13.7% |
| 1Y | +15.1% | +45.3% | -30.2% | -6.8% |
| 3Y | +219.8% | +41.7% | +178.1% | +155.9% |
| 5Y | -28.7% | +49.8% | -78.5% | -45.5% |
| All | -47.0% | +73.7% | -120.7% | -61.9% |
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