+83.1%
F vs NTR
+100.5%
-17.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.0% | +2.0% |
| 7D | +5.3% | +8.1% | -2.8% | +2.2% |
| 30D | +4.6% | +18.8% | -14.2% | -2.1% |
| 3M | -3.7% | +16.2% | -19.9% | -9.3% |
| 6M | +16.8% | +9.8% | +7.1% | +10.6% |
| YTD | +15.3% | +30.9% | -15.6% | +0.8% |
| 1Y | +31.0% | +41.8% | -10.7% | +10.0% |
| 3Y | +45.4% | +35.8% | +9.7% | +21.2% |
| 5Y | +54.7% | +51.0% | +3.6% | +8.7% |
| All | +83.1% | +100.5% | -17.5% | -3.1% |
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 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