-3.5%
IR vs NTR
+43.1%
-46.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.8% | +1.2% |
| 7D | -2.8% | +8.1% | -10.9% | -2.4% |
| 30D | -15.1% | +18.8% | -33.9% | -14.4% |
| 3M | +6.1% | +16.2% | -10.2% | +6.8% |
| 6M | -16.8% | +9.8% | -26.6% | -17.3% |
| YTD | -3.5% | +30.9% | -34.4% | -5.9% |
| 1Y | -3.5% | +41.8% | -45.2% | -6.5% |
| All | -3.5% | +43.1% | -46.6% | -6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling