+52.4%
EFX vs NTR
+103.7%
-51.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -9.4% | +0.5% | -9.9% | -9.5% |
| 30D | -6.9% | +21.7% | -28.6% | -10.7% |
| 3M | +0.1% | +22.8% | -22.6% | -4.3% |
| 6M | -17.3% | +8.2% | -25.5% | -19.5% |
| YTD | -21.8% | +32.9% | -54.8% | -27.7% |
| 1Y | -32.5% | +45.3% | -77.9% | -39.2% |
| 3Y | -12.3% | +41.7% | -54.0% | -21.8% |
| 5Y | -36.6% | +49.8% | -86.4% | -47.1% |
| All | +52.4% | +103.7% | -51.3% | +11.4% |
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