+271.8%
CSCO vs NTR
+97.9%
+173.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.7% | +4.5% |
| 7D | +2.7% | -1.3% | +4.0% | +3.0% |
| 30D | -9.5% | +16.8% | -26.3% | -13.0% |
| 3M | -7.6% | +20.7% | -28.4% | -12.2% |
| 6M | +44.9% | +0.5% | +44.4% | +43.5% |
| YTD | +47.7% | +29.2% | +18.5% | +36.6% |
| 1Y | +69.1% | +39.6% | +29.5% | +52.4% |
| 3Y | +113.5% | +37.9% | +75.7% | +89.4% |
| 5Y | +122.8% | +47.1% | +75.7% | +76.0% |
| All | +271.8% | +97.9% | +173.9% | +138.9% |
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