+3,791.8%
FIX vs NTR
+100.5%
+3,691.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.5% |
| 7D | +6.0% | +8.1% | -2.1% | +2.9% |
| 30D | -7.2% | +18.8% | -26.0% | -13.4% |
| 3M | -15.9% | +16.2% | -32.1% | -21.2% |
| 6M | +12.7% | +9.8% | +3.0% | +6.7% |
| YTD | +72.8% | +30.9% | +41.9% | +51.2% |
| 1Y | +122.9% | +41.8% | +81.1% | +87.3% |
| 3Y | +774.3% | +35.8% | +738.5% | +628.9% |
| 5Y | +2,049.5% | +51.0% | +1,998.4% | +1,358.5% |
| All | +3,791.8% | +100.5% | +3,691.3% | +1,841.7% |
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