+36.2%
M vs NTR
+82.2%
-46.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | -3.3% | -0.6% | -2.7% | -3.0% |
| 30D | +8.1% | +5.4% | +2.7% | +5.6% |
| 3M | +2.2% | +7.3% | -5.1% | -1.5% |
| 6M | +35.1% | +2.2% | +32.9% | +32.2% |
| YTD | +15.8% | +18.9% | -3.1% | +2.0% |
| 1Y | +25.8% | +23.7% | +2.1% | +8.6% |
| 3Y | +156.2% | +47.5% | +108.7% | +91.1% |
| 5Y | -2.4% | +22.0% | -24.4% | -29.9% |
| All | +36.2% | +82.2% | -46.0% | -36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling