+299.8%
GE vs NTR
+97.9%
+201.9%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | -4.0% | -1.3% | -2.7% | -3.6% |
| 30D | -11.4% | +16.8% | -28.2% | -16.2% |
| 3M | -2.6% | +20.7% | -23.4% | -9.5% |
| 6M | -0.3% | +0.5% | -0.9% | -2.2% |
| YTD | +5.4% | +29.2% | -23.8% | -6.9% |
| 1Y | +15.5% | +39.6% | -24.1% | -1.7% |
| 3Y | +260.8% | +37.9% | +222.9% | +199.5% |
| 5Y | +421.6% | +47.1% | +374.6% | +261.1% |
| All | +299.8% | +97.9% | +201.9% | +109.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling