-4.3%
ES vs NTR
+55.5%
-59.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | 0.0% | +0.5% | -0.5% | -0.1% |
| 30D | -1.0% | +21.7% | -22.8% | -3.7% |
| 3M | +1.5% | +22.8% | -21.3% | -1.5% |
| 6M | -3.5% | +8.2% | -11.7% | -4.9% |
| YTD | +7.0% | +32.9% | -25.9% | +2.0% |
| 1Y | +15.3% | +45.3% | -30.0% | +8.2% |
| 3Y | +30.2% | +41.7% | -11.5% | +21.2% |
| 5Y | -4.3% | +49.8% | -54.1% | -9.9% |
| All | -4.3% | +55.5% | -59.8% | -9.9% |
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