+14.2%
D vs NTR
+41.6%
-27.5%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.1% |
| 7D | -1.6% | -2.5% | +0.8% | -1.4% |
| 30D | -3.5% | +17.0% | -20.5% | -4.7% |
| 3M | -1.6% | +22.2% | -23.8% | -3.1% |
| 6M | +5.8% | +5.2% | +0.6% | +5.3% |
| YTD | +14.5% | +29.7% | -15.2% | +11.2% |
| 1Y | +14.2% | +39.4% | -25.2% | +10.3% |
| All | +14.2% | +41.6% | -27.5% | +10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling