+25.2%
M vs NTR
+100.5%
-75.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.1% | +3.3% |
| 7D | +4.7% | +8.1% | -3.4% | +1.0% |
| 30D | -9.6% | +18.8% | -28.4% | -16.7% |
| 3M | +0.9% | +16.2% | -15.4% | -6.7% |
| 6M | +22.3% | +9.8% | +12.5% | +14.2% |
| YTD | +6.5% | +30.9% | -24.3% | -9.9% |
| 1Y | +38.8% | +41.8% | -3.0% | +11.9% |
| 3Y | +115.9% | +35.8% | +80.1% | +71.0% |
| 5Y | +28.6% | +51.0% | -22.4% | -19.2% |
| All | +25.2% | +100.5% | -75.3% | -43.7% |
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