+54.1%
ES vs NTR
+81.1%
-27.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | -1.1% | -1.4% | +0.3% | -0.9% |
| 30D | +8.2% | +2.2% | +6.0% | +7.8% |
| 3M | +0.6% | +6.8% | -6.2% | -0.6% |
| 6M | +6.0% | +0.6% | +5.4% | +5.6% |
| YTD | +9.3% | +18.2% | -8.9% | +5.5% |
| 1Y | +1.1% | +21.3% | -20.2% | -2.9% |
| 3Y | +51.9% | +46.6% | +5.3% | +40.0% |
| 5Y | +6.5% | +21.3% | -14.8% | -2.0% |
| All | +54.1% | +81.1% | -27.0% | +14.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling