+50.9%
F vs NTR
+81.1%
-30.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.1% | -0.3% | -2.8% | -3.0% |
| 30D | 0.0% | +2.0% | -1.9% | -0.7% |
| 3M | -13.2% | +6.4% | -19.6% | -15.5% |
| 6M | -10.2% | +1.6% | -11.8% | -11.4% |
| YTD | -4.9% | +18.2% | -23.2% | -13.8% |
| 1Y | -6.1% | +23.9% | -30.0% | -16.7% |
| 3Y | +46.0% | +44.7% | +1.3% | +17.3% |
| 5Y | -15.7% | +21.3% | -37.0% | -34.0% |
| All | +50.9% | +81.1% | -30.2% | -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 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