+107.6%
EXC vs NTR
+97.9%
+9.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.5% |
| 7D | -1.1% | -1.3% | +0.2% | -0.8% |
| 30D | -3.6% | +16.8% | -20.4% | -6.9% |
| 3M | -4.3% | +20.7% | -25.0% | -8.3% |
| 6M | -9.9% | +0.5% | -10.5% | -10.6% |
| YTD | +1.8% | +29.2% | -27.4% | -4.9% |
| 1Y | +2.9% | +39.6% | -36.7% | -6.0% |
| 3Y | +19.1% | +37.9% | -18.8% | +7.5% |
| 5Y | +44.8% | +47.1% | -2.2% | +19.3% |
| All | +107.6% | +97.9% | +9.7% | +30.1% |
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