+98.1%
ED vs NTR
+81.1%
+17.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +2.1% | -0.3% | +2.4% | +2.1% |
| 30D | +10.4% | +2.0% | +8.4% | +10.2% |
| 3M | +12.5% | +6.4% | +6.1% | +11.8% |
| 6M | +14.9% | +1.6% | +13.3% | +14.6% |
| YTD | +24.8% | +18.2% | +6.6% | +22.4% |
| 1Y | +23.8% | +23.9% | -0.1% | +20.8% |
| 3Y | +51.6% | +44.7% | +7.0% | +44.6% |
| 5Y | +86.4% | +21.3% | +65.1% | +78.2% |
| All | +98.1% | +81.1% | +17.0% | +66.5% |
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