+2,590.4%
FIX vs NTR
+83.8%
+2,506.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.1% | +8.3% | +9.0% |
| 7D | -7.2% | +3.0% | -10.2% | -8.5% |
| 30D | -35.1% | +7.1% | -42.2% | -37.2% |
| 3M | -34.3% | +13.1% | -47.4% | -37.9% |
| 6M | -42.9% | +7.6% | -50.5% | -45.4% |
| YTD | +19.5% | +20.0% | -0.5% | +7.3% |
| 1Y | +16.8% | +30.2% | -13.4% | +0.9% |
| 3Y | +506.7% | +46.8% | +459.9% | +382.9% |
| 5Y | +1,046.7% | +22.7% | +1,023.9% | +767.6% |
| All | +2,590.4% | +83.8% | +2,506.6% | +1,277.8% |
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