+3.9%
D vs NTR
+55.5%
-51.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -0.4% | +0.5% | -1.0% | -0.5% |
| 30D | -2.1% | +21.7% | -23.8% | -4.3% |
| 3M | -0.7% | +22.8% | -23.5% | -3.2% |
| 6M | +5.6% | +8.2% | -2.6% | +4.3% |
| YTD | +14.6% | +32.9% | -18.4% | +10.3% |
| 1Y | +15.3% | +45.3% | -30.0% | +9.7% |
| 3Y | +59.1% | +41.7% | +17.5% | +50.3% |
| 5Y | +3.9% | +49.8% | -45.9% | +1.7% |
| All | +3.9% | +55.5% | -51.6% | +1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling