+26.3%
M vs NTR
+48.6%
-22.3%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.2% |
| 7D | -4.1% | +0.5% | -4.6% | -4.2% |
| 30D | -13.6% | +21.7% | -35.3% | -17.6% |
| 3M | -2.3% | +22.8% | -25.0% | -7.3% |
| 6M | +21.9% | +8.2% | +13.7% | +18.4% |
| YTD | -0.6% | +32.9% | -33.5% | -9.6% |
| 1Y | +29.7% | +45.3% | -15.6% | +14.5% |
| 3Y | +107.3% | +41.7% | +65.6% | +80.6% |
| All | +26.3% | +48.6% | -22.3% | -10.1% |
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