-65.3%
EL vs NTR
+19.8%
-85.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +1.5% | -0.3% | +1.9% | +1.6% |
| 30D | +10.0% | +2.0% | +8.0% | +9.6% |
| 3M | +28.4% | +6.4% | +22.0% | +26.6% |
| 6M | +37.1% | +1.6% | +35.4% | +36.0% |
| YTD | +7.8% | +18.2% | -10.4% | +2.2% |
| 1Y | +26.0% | +23.9% | +2.1% | +18.0% |
| 3Y | +3.8% | +44.7% | -40.8% | -7.7% |
| All | -65.3% | +19.8% | -85.2% | -71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling