+302.0%
GE vs NTR
+103.7%
+198.3%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.9% | -2.9% |
| 7D | -1.2% | +0.5% | -1.8% | -1.4% |
| 30D | -11.3% | +21.7% | -33.0% | -17.3% |
| 3M | -1.4% | +22.8% | -24.2% | -8.8% |
| 6M | +1.2% | +8.2% | -7.0% | -3.4% |
| YTD | +5.9% | +32.9% | -27.0% | -7.3% |
| 1Y | +18.4% | +45.3% | -26.9% | -0.7% |
| 3Y | +271.0% | +41.7% | +229.3% | +205.2% |
| 5Y | +417.9% | +49.8% | +368.1% | +257.3% |
| All | +302.0% | +103.7% | +198.3% | +108.7% |
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