+133.2%
EW vs NTR
+103.6%
+29.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.5% | -5.1% | -3.8% |
| 7D | -4.4% | +3.8% | -8.3% | -5.1% |
| 30D | -3.3% | +25.2% | -28.6% | -7.4% |
| 3M | +1.0% | +21.0% | -20.0% | -2.8% |
| 6M | +6.2% | +7.6% | -1.4% | +4.0% |
| YTD | +1.7% | +32.9% | -31.1% | -4.9% |
| 1Y | +8.1% | +43.1% | -34.9% | -0.8% |
| 3Y | +17.1% | +41.6% | -24.5% | +6.0% |
| 5Y | -29.4% | +54.8% | -84.1% | -42.0% |
| All | +133.2% | +103.6% | +29.6% | +56.2% |
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