+2,628.7%
FIX vs NTR
+81.1%
+2,547.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.6% |
| 7D | +17.0% | -1.4% | +18.4% | +17.6% |
| 30D | -30.6% | +2.2% | -32.8% | -31.6% |
| 3M | -35.0% | +6.8% | -41.9% | -37.3% |
| 6M | -44.0% | +0.6% | -44.6% | -45.0% |
| YTD | +21.1% | +18.2% | +3.0% | +9.4% |
| 1Y | +16.3% | +21.3% | -5.1% | +3.5% |
| 3Y | +507.4% | +46.6% | +460.8% | +383.1% |
| 5Y | +1,052.1% | +21.3% | +1,030.8% | +774.7% |
| All | +2,628.7% | +81.1% | +2,547.6% | +1,304.9% |
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