+20.7%
D vs NTR
+100.5%
-79.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.1% | -0.2% |
| 7D | +1.5% | +8.1% | -6.7% | +0.2% |
| 30D | -2.6% | +18.8% | -21.3% | -5.2% |
| 3M | 0.0% | +16.2% | -16.2% | -2.5% |
| 6M | +7.4% | +9.8% | -2.4% | +5.3% |
| YTD | +15.9% | +30.9% | -15.0% | +10.3% |
| 1Y | +18.1% | +41.8% | -23.6% | +10.8% |
| 3Y | +58.4% | +35.8% | +22.6% | +48.0% |
| 5Y | +5.2% | +51.0% | -45.8% | -7.3% |
| All | +20.7% | +100.5% | -79.8% | -15.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling