+91.1%
NDAQ vs NTR
+40.7%
+50.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -1.6% | +0.5% | -2.1% | -1.6% |
| 30D | -1.5% | +21.7% | -23.2% | -3.5% |
| 3M | +8.0% | +22.8% | -14.7% | +5.6% |
| 6M | +7.7% | +8.2% | -0.5% | +6.3% |
| YTD | -2.3% | +32.9% | -35.3% | -6.5% |
| 1Y | +0.6% | +45.3% | -44.8% | -5.2% |
| All | +91.1% | +40.7% | +50.4% | +81.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling