-48.8%
IT vs NTR
+36.8%
-85.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.4% | +5.6% | +5.3% |
| 7D | -3.7% | -1.3% | -2.4% | -3.5% |
| 30D | +0.1% | +16.8% | -16.7% | -2.1% |
| 3M | +20.7% | +20.7% | -0.1% | +17.5% |
| 6M | +12.0% | +0.5% | +11.4% | +11.3% |
| YTD | -28.8% | +29.2% | -58.0% | -32.3% |
| 1Y | -25.5% | +39.6% | -65.1% | -30.5% |
| 3Y | -48.8% | +37.9% | -86.6% | -53.2% |
| All | -48.8% | +36.8% | -85.5% | -53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling