+19.2%
D vs NTR
+98.7%
-79.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.3% |
| 7D | -1.6% | -2.5% | +0.8% | -1.3% |
| 30D | -3.5% | +17.0% | -20.5% | -5.9% |
| 3M | -1.6% | +22.2% | -23.8% | -4.8% |
| 6M | +5.8% | +5.2% | +0.6% | +4.5% |
| YTD | +14.5% | +29.7% | -15.2% | +9.2% |
| 1Y | +14.2% | +39.4% | -25.2% | +7.3% |
| 3Y | +59.0% | +38.2% | +20.8% | +48.1% |
| 5Y | +5.4% | +47.6% | -42.2% | -6.7% |
| All | +19.2% | +98.7% | -79.4% | -16.0% |
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