+19.9%
EL vs NTR
+37.3%
-17.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.2% | -4.1% | -3.9% |
| 7D | -1.1% | +5.4% | -6.5% | -0.9% |
| 30D | +15.3% | +1.4% | +13.9% | +15.3% |
| 3M | +24.2% | +8.7% | +15.5% | +24.5% |
| 6M | +30.9% | -4.9% | +35.8% | +30.9% |
| YTD | +3.9% | +19.8% | -16.0% | -2.4% |
| 1Y | +19.9% | +37.0% | -17.1% | +9.4% |
| All | +19.9% | +37.3% | -17.4% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling