-9.9%
LOW vs NTR
+36.8%
-46.6%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | -3.7% | -1.3% | -2.4% | -3.6% |
| 30D | -8.9% | +16.8% | -25.6% | -10.0% |
| 3M | -10.4% | +20.7% | -31.2% | -11.9% |
| 6M | -19.4% | +0.5% | -19.9% | -19.4% |
| YTD | -17.1% | +29.2% | -46.3% | -20.8% |
| 1Y | -26.3% | +39.6% | -65.9% | -30.7% |
| 3Y | -9.9% | +37.9% | -47.8% | -16.0% |
| All | -9.9% | +36.8% | -46.6% | -16.0% |
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