+111.4%
EXC vs NTR
+103.6%
+7.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.4% |
| 7D | +1.2% | +3.8% | -2.6% | +0.4% |
| 30D | -2.7% | +25.2% | -28.0% | -7.4% |
| 3M | -1.0% | +21.0% | -22.0% | -5.2% |
| 6M | -9.3% | +7.6% | -16.9% | -11.3% |
| YTD | +3.6% | +32.9% | -29.2% | -3.8% |
| 1Y | +5.9% | +43.1% | -37.1% | -3.7% |
| 3Y | +21.3% | +41.6% | -20.3% | +8.9% |
| 5Y | +46.2% | +54.8% | -8.6% | +18.7% |
| All | +111.4% | +103.6% | +7.8% | +31.7% |
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 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