+512.4%
EAT vs NTR
+103.6%
+408.9%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.5% | -4.9% | -4.2% |
| 7D | -4.9% | +3.8% | -8.8% | -6.9% |
| 30D | -1.2% | +25.2% | -26.4% | -12.5% |
| 3M | +52.2% | +21.0% | +31.2% | +36.2% |
| 6M | +65.0% | +7.6% | +57.4% | +54.5% |
| YTD | +55.0% | +32.9% | +22.2% | +27.5% |
| 1Y | +42.1% | +43.1% | -1.0% | +10.6% |
| 3Y | +614.7% | +41.6% | +573.1% | +437.4% |
| 5Y | +322.7% | +54.8% | +268.0% | +131.1% |
| All | +512.4% | +103.6% | +408.9% | +106.4% |
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