+55.4%
ES vs NTR
+81.1%
-25.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +2.7% | -0.3% | +3.0% | +2.8% |
| 30D | +7.6% | +2.0% | +5.6% | +7.3% |
| 3M | +0.5% | +6.4% | -5.9% | -0.6% |
| 6M | +7.6% | +1.6% | +6.0% | +7.0% |
| YTD | +10.2% | +18.2% | -8.0% | +6.3% |
| 1Y | +1.8% | +23.9% | -22.1% | -2.6% |
| 3Y | +55.4% | +44.7% | +10.7% | +43.5% |
| 5Y | +7.3% | +21.3% | -14.0% | -1.2% |
| All | +55.4% | +81.1% | -25.8% | +15.5% |
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 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