+17.6%
DD vs NTR
+97.9%
-80.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -3.5% | -1.3% | -2.2% | -3.0% |
| 30D | -11.7% | +16.8% | -28.4% | -17.4% |
| 3M | -9.2% | +20.7% | -30.0% | -16.7% |
| 6M | -7.2% | +0.5% | -7.7% | -8.8% |
| YTD | +6.6% | +29.2% | -22.6% | -6.6% |
| 1Y | +32.0% | +39.6% | -7.6% | +11.1% |
| 3Y | +42.1% | +37.9% | +4.3% | +17.1% |
| 5Y | +58.1% | +47.1% | +11.0% | +9.1% |
| All | +17.6% | +97.9% | -80.4% | -37.9% |
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