+1,049.0%
FIX vs NTR
+22.5%
+1,026.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -13.9% | +4.1% | -18.1% | -14.6% |
| 30D | -35.5% | +7.0% | -42.5% | -36.5% |
| 3M | -33.9% | +9.7% | -43.6% | -35.3% |
| 6M | -43.3% | +7.4% | -50.7% | -44.5% |
| YTD | +18.7% | +19.8% | -1.1% | +12.4% |
| 1Y | +13.8% | +25.4% | -11.6% | +6.3% |
| 3Y | +495.0% | +48.6% | +446.4% | +426.5% |
| 5Y | +1,049.0% | +24.0% | +1,025.0% | +856.5% |
| All | +1,049.0% | +22.5% | +1,026.5% | +856.5% |
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