+35.8%
IR vs NTR
+45.7%
-9.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.2% |
| 7D | -4.5% | -1.3% | -3.2% | -4.3% |
| 30D | -13.9% | +16.8% | -30.7% | -16.1% |
| 3M | -0.3% | +20.7% | -21.1% | -3.7% |
| 6M | -14.3% | +0.5% | -14.9% | -14.9% |
| YTD | -7.9% | +29.2% | -37.1% | -13.2% |
| 1Y | -9.9% | +39.6% | -49.5% | -16.7% |
| 3Y | +6.5% | +37.9% | -31.3% | -2.8% |
| All | +35.8% | +45.7% | -9.9% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling