+76.0%
ED vs NTR
+103.7%
-27.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.7% |
| 7D | -0.2% | +0.5% | -0.7% | -0.2% |
| 30D | +1.9% | +21.7% | -19.8% | +0.1% |
| 3M | +1.9% | +22.8% | -20.9% | -0.2% |
| 6M | -2.3% | +8.2% | -10.5% | -3.2% |
| YTD | +10.9% | +32.9% | -22.0% | +7.5% |
| 1Y | +14.5% | +45.3% | -30.8% | +10.0% |
| 3Y | +33.4% | +41.7% | -8.3% | +27.5% |
| 5Y | +67.3% | +49.8% | +17.5% | +56.4% |
| All | +76.0% | +103.7% | -27.7% | +46.3% |
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