+50.8%
F vs NTR
+81.1%
-30.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.6% |
| 7D | -3.9% | -1.4% | -2.5% | -3.4% |
| 30D | -0.5% | +2.2% | -2.7% | -1.3% |
| 3M | -12.9% | +6.8% | -19.7% | -15.4% |
| 6M | +1.5% | +0.6% | +0.9% | +0.5% |
| YTD | -5.0% | +18.2% | -23.2% | -13.9% |
| 1Y | -7.3% | +21.3% | -28.7% | -17.0% |
| 3Y | +45.3% | +46.6% | -1.4% | +16.0% |
| 5Y | -15.8% | +21.3% | -37.1% | -34.1% |
| All | +50.8% | +81.1% | -30.3% | -17.2% |
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 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