+2,185.6%
FIX vs NTR
+51.1%
+2,134.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.8% | +2.1% |
| 7D | +6.1% | +3.8% | +2.2% | +5.3% |
| 30D | -2.7% | +25.2% | -27.9% | -7.0% |
| 3M | -10.9% | +21.0% | -31.9% | -14.5% |
| 6M | +29.0% | +7.6% | +21.4% | +26.2% |
| YTD | +76.9% | +32.9% | +44.0% | +64.5% |
| 1Y | +130.7% | +43.1% | +87.7% | +110.1% |
| 3Y | +790.7% | +41.6% | +749.1% | +699.4% |
| 5Y | +2,185.6% | +54.8% | +2,130.8% | +1,670.4% |
| All | +2,185.6% | +51.1% | +2,134.5% | +1,670.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling