+536.8%
GOOGL vs NTR
+97.9%
+438.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.1% | +1.9% |
| 7D | 0.0% | -1.3% | +1.3% | +0.3% |
| 30D | -1.4% | +16.8% | -18.2% | -5.0% |
| 3M | -5.3% | +20.7% | -26.1% | -9.8% |
| 6M | +9.8% | +0.5% | +9.3% | +8.7% |
| YTD | +8.4% | +29.2% | -20.8% | +0.1% |
| 1Y | +41.2% | +39.6% | +1.6% | +27.2% |
| 3Y | +149.6% | +37.9% | +111.7% | +121.1% |
| 5Y | +142.6% | +47.1% | +95.5% | +95.4% |
| All | +536.8% | +97.9% | +438.9% | +325.2% |
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