+323.0%
NDAQ vs NTR
+103.6%
+219.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -2.2% |
| 7D | -2.6% | +3.8% | -6.4% | -3.4% |
| 30D | +0.5% | +25.2% | -24.8% | -4.5% |
| 3M | +9.9% | +21.0% | -11.1% | +5.1% |
| 6M | +8.2% | +7.6% | +0.6% | +5.6% |
| YTD | -1.5% | +32.9% | -34.3% | -8.9% |
| 1Y | +1.3% | +43.1% | -41.7% | -8.2% |
| 3Y | +92.6% | +41.6% | +51.0% | +72.1% |
| 5Y | +53.8% | +54.8% | -0.9% | +24.7% |
| All | +323.0% | +103.6% | +219.4% | +166.1% |
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