+122.5%
EXC vs NTR
+81.1%
+41.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.3% | +1.4% |
| 7D | +1.4% | -0.3% | +1.7% | +1.5% |
| 30D | +8.6% | +2.0% | +6.6% | +8.1% |
| 3M | +2.4% | +6.4% | -4.0% | +0.9% |
| 6M | +6.5% | +1.6% | +4.8% | +5.7% |
| YTD | +9.0% | +18.2% | -9.2% | +3.7% |
| 1Y | +4.6% | +23.9% | -19.4% | -1.8% |
| 3Y | +33.5% | +44.7% | -11.2% | +18.6% |
| 5Y | +41.4% | +21.3% | +20.1% | +23.3% |
| All | +122.5% | +81.1% | +41.3% | +41.9% |
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 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