-28.2%
EW vs NTR
+45.0%
-73.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.1% | +0.9% |
| 7D | -3.4% | -2.5% | -0.9% | -3.2% |
| 30D | -7.4% | +17.0% | -24.4% | -8.4% |
| 3M | +0.9% | +22.2% | -21.3% | -0.6% |
| 6M | +1.2% | +5.2% | -4.0% | +0.5% |
| YTD | +1.8% | +29.7% | -27.9% | -0.8% |
| 1Y | +10.8% | +39.4% | -28.6% | +7.2% |
| 3Y | +17.1% | +38.2% | -21.0% | +13.1% |
| 5Y | -28.2% | +47.6% | -75.8% | -32.9% |
| All | -28.2% | +45.0% | -73.2% | -32.9% |
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