+126.8%
EW vs NTR
+97.9%
+28.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.7% |
| 7D | -6.2% | -1.3% | -4.9% | -5.9% |
| 30D | -9.3% | +16.8% | -26.1% | -12.0% |
| 3M | -1.6% | +20.7% | -22.4% | -5.3% |
| 6M | -0.8% | +0.5% | -1.4% | -1.6% |
| YTD | -1.0% | +29.2% | -30.2% | -7.0% |
| 1Y | +8.2% | +39.6% | -31.4% | -0.3% |
| 3Y | +12.7% | +37.9% | -25.2% | +2.5% |
| 5Y | -30.2% | +47.1% | -77.3% | -41.9% |
| All | +126.8% | +97.9% | +28.9% | +52.7% |
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