+632.4%
GEV vs NTR
+59.6%
+572.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.7% |
| 7D | +1.6% | -1.3% | +2.9% | +1.9% |
| 30D | -7.9% | +16.8% | -24.7% | -10.2% |
| 3M | +5.6% | +20.7% | -15.1% | +1.9% |
| 6M | +13.1% | +0.5% | +12.5% | +12.9% |
| YTD | +46.7% | +29.2% | +17.6% | +36.7% |
| 1Y | +51.3% | +39.6% | +11.7% | +36.6% |
| All | +632.4% | +59.6% | +572.8% | +520.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling