+5.2%
LOW vs NTR
+45.7%
-40.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -3.7% | -1.3% | -2.4% | -3.6% |
| 30D | -8.9% | +16.8% | -25.6% | -10.4% |
| 3M | -10.4% | +20.7% | -31.2% | -12.3% |
| 6M | -19.4% | +0.5% | -19.9% | -19.7% |
| YTD | -17.1% | +29.2% | -46.3% | -20.5% |
| 1Y | -26.3% | +39.6% | -65.9% | -30.2% |
| 3Y | -9.9% | +37.9% | -47.8% | -15.7% |
| All | +5.2% | +45.7% | -40.5% | -8.2% |
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 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