+35.4%
M vs NTR
+81.1%
-45.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +7.0% | -0.3% | +7.4% | +7.2% |
| 30D | +8.9% | +2.0% | +6.9% | +8.0% |
| 3M | +4.5% | +6.4% | -1.9% | +1.1% |
| 6M | +36.2% | +1.6% | +34.6% | +33.7% |
| YTD | +15.1% | +18.2% | -3.1% | +1.7% |
| 1Y | +27.4% | +23.9% | +3.5% | +9.8% |
| 3Y | +160.1% | +44.7% | +115.5% | +96.2% |
| 5Y | -1.6% | +21.3% | -22.9% | -29.1% |
| All | +35.4% | +81.1% | -45.8% | -36.5% |
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