+484.9%
EAT vs NTR
+97.9%
+387.0%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.8% |
| 7D | -7.7% | -1.3% | -6.4% | -7.1% |
| 30D | -13.6% | +16.8% | -30.4% | -20.6% |
| 3M | +33.9% | +20.7% | +13.1% | +19.8% |
| 6M | +47.2% | +0.5% | +46.7% | +43.0% |
| YTD | +48.1% | +29.2% | +18.9% | +23.5% |
| 1Y | +33.7% | +39.6% | -5.9% | +5.4% |
| 3Y | +595.8% | +37.9% | +557.9% | +430.2% |
| 5Y | +314.4% | +47.1% | +267.3% | +135.2% |
| All | +484.9% | +97.9% | +387.0% | +100.0% |
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