+161.7%
INTC vs NTR
+97.9%
+63.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | +7.5% | -1.3% | +8.7% | +8.0% |
| 30D | +2.0% | +16.8% | -14.8% | -3.0% |
| 3M | -12.0% | +20.7% | -32.7% | -17.6% |
| 6M | +114.5% | +0.5% | +114.0% | +111.5% |
| YTD | +179.0% | +29.2% | +149.8% | +151.3% |
| 1Y | +318.3% | +39.6% | +278.7% | +265.1% |
| 3Y | +171.2% | +37.9% | +133.3% | +133.1% |
| 5Y | +107.6% | +47.1% | +60.5% | +56.6% |
| All | +161.7% | +97.9% | +63.8% | +67.5% |
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