+37.5%
F vs NTR
+42.0%
-4.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.5% | -5.8% | -4.5% |
| 7D | +1.2% | +3.8% | -2.7% | +0.6% |
| 30D | +1.2% | +25.2% | -24.0% | -2.2% |
| 3M | -5.7% | +21.0% | -26.7% | -8.4% |
| 6M | +17.9% | +7.6% | +10.3% | +16.0% |
| YTD | +10.4% | +32.9% | -22.5% | +2.7% |
| 1Y | +25.3% | +43.1% | -17.7% | +13.8% |
| 3Y | +37.5% | +41.6% | -4.1% | +23.5% |
| All | +37.5% | +42.0% | -4.5% | +23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling