+318.7%
EAT vs NTR
+45.0%
+273.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.2% |
| 7D | -6.2% | -2.5% | -3.7% | -5.7% |
| 30D | -3.0% | +17.0% | -20.1% | -6.4% |
| 3M | +45.6% | +22.2% | +23.5% | +38.7% |
| 6M | +53.5% | +5.2% | +48.4% | +50.5% |
| YTD | +49.6% | +29.7% | +19.9% | +38.3% |
| 1Y | +38.9% | +39.4% | -0.5% | +25.4% |
| 3Y | +589.7% | +38.2% | +551.5% | +512.0% |
| 5Y | +318.7% | +47.6% | +271.1% | +194.6% |
| All | +318.7% | +45.0% | +273.7% | +194.6% |
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