+20.0%
M vs NTR
+97.9%
-78.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.4% | +8.1% | +7.9% |
| 7D | -4.2% | -1.3% | -2.9% | -3.7% |
| 30D | -7.2% | +16.8% | -24.0% | -13.7% |
| 3M | -11.1% | +20.7% | -31.9% | -19.3% |
| 6M | +28.8% | +0.5% | +28.3% | +25.8% |
| YTD | +2.0% | +29.2% | -27.1% | -13.2% |
| 1Y | +31.3% | +39.6% | -8.3% | +6.6% |
| 3Y | +119.1% | +37.9% | +81.2% | +71.6% |
| 5Y | +29.7% | +47.1% | -17.4% | -17.3% |
| All | +20.0% | +97.9% | -78.0% | -45.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling