+2,591.0%
FIX vs NTR
+81.1%
+2,509.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +9.4% | -0.3% | +9.8% | +9.6% |
| 30D | -27.8% | +2.0% | -29.7% | -28.7% |
| 3M | -35.6% | +6.4% | -42.0% | -37.7% |
| 6M | -45.2% | +1.6% | -46.8% | -46.4% |
| YTD | +19.5% | +18.2% | +1.3% | +7.9% |
| 1Y | +24.2% | +23.9% | +0.3% | +9.5% |
| 3Y | +494.2% | +44.7% | +449.5% | +375.6% |
| 5Y | +1,036.1% | +21.3% | +1,014.8% | +762.5% |
| All | +2,591.0% | +81.1% | +2,509.8% | +1,285.4% |
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