+50.3%
NDAQ vs NTR
+45.0%
+5.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.5% | +0.1% | -2.0% |
| 7D | -6.8% | -2.5% | -4.3% | -6.5% |
| 30D | -3.2% | +17.0% | -20.2% | -5.2% |
| 3M | +6.5% | +22.2% | -15.7% | +3.5% |
| 6M | +5.7% | +5.2% | +0.6% | +4.5% |
| YTD | -4.6% | +29.7% | -34.3% | -8.8% |
| 1Y | -1.6% | +39.4% | -41.0% | -7.1% |
| 3Y | +86.4% | +38.2% | +48.3% | +74.2% |
| 5Y | +50.3% | +47.6% | +2.7% | +32.7% |
| All | +50.3% | +45.0% | +5.4% | +32.7% |
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 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