+535.9%
GOOG vs NTR
+97.9%
+438.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | 0.0% | -1.3% | +1.3% | +0.3% |
| 30D | -2.0% | +16.8% | -18.7% | -5.5% |
| 3M | -5.9% | +20.7% | -26.6% | -10.3% |
| 6M | +8.9% | +0.5% | +8.4% | +7.8% |
| YTD | +7.1% | +29.2% | -22.1% | -1.0% |
| 1Y | +39.7% | +39.6% | +0.1% | +25.9% |
| 3Y | +145.8% | +37.9% | +108.0% | +118.0% |
| 5Y | +138.6% | +47.1% | +91.5% | +92.4% |
| All | +535.9% | +97.9% | +438.0% | +325.7% |
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 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