+55.2%
F vs NTR
+82.2%
-26.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | -2.1% | -0.6% | -1.6% | -1.9% |
| 30D | +3.3% | +5.4% | -2.0% | +1.3% |
| 3M | -11.3% | +7.3% | -18.6% | -13.9% |
| 6M | +5.3% | +2.2% | +3.1% | +3.6% |
| YTD | -2.2% | +18.9% | -21.1% | -11.5% |
| 1Y | -3.5% | +23.7% | -27.2% | -14.3% |
| 3Y | +49.5% | +47.5% | +2.0% | +19.1% |
| 5Y | -13.5% | +22.0% | -35.6% | -32.5% |
| All | +55.2% | +82.2% | -26.9% | -15.0% |
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