+13.1%
D vs NTR
+21.6%
-8.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -3.1% | -1.4% | -1.7% | -2.9% |
| 30D | +8.4% | +2.2% | +6.2% | +8.1% |
| 3M | +0.2% | +6.8% | -6.6% | -0.7% |
| 6M | +9.5% | +0.6% | +8.9% | +9.2% |
| YTD | +18.8% | +18.2% | +0.6% | +15.7% |
| 1Y | +14.7% | +21.3% | -6.6% | +11.2% |
| 3Y | +72.9% | +46.6% | +26.3% | +62.2% |
| 5Y | +13.1% | +21.3% | -8.2% | +3.7% |
| All | +13.1% | +21.6% | -8.5% | +3.7% |
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