+1,258.4%
NET vs NTR
+79.5%
+1,178.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.2% | -8.5% | -8.3% |
| 7D | -21.2% | +5.4% | -26.6% | -22.3% |
| 30D | -31.1% | +1.4% | -32.5% | -31.5% |
| 3M | -16.5% | +8.7% | -25.3% | -18.9% |
| 6M | 0.0% | -4.9% | +5.0% | +0.4% |
| YTD | +24.0% | +19.8% | +4.2% | +15.8% |
| 1Y | +7.0% | +37.0% | -30.0% | -4.0% |
| 3Y | +279.6% | +41.6% | +237.9% | +230.9% |
| 5Y | +24.0% | +25.4% | -1.5% | +14.3% |
| All | +1,258.4% | +79.5% | +1,178.9% | +1,031.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling