+1,449.6%
NET vs NTR
+96.1%
+1,353.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.6% |
| 7D | -7.0% | +8.1% | -15.1% | -8.9% |
| 30D | -4.8% | +18.8% | -23.5% | -9.2% |
| 3M | +3.8% | +16.2% | -12.4% | -0.5% |
| 6M | +50.0% | +9.8% | +40.3% | +45.1% |
| YTD | +41.5% | +30.9% | +10.6% | +29.7% |
| 1Y | +32.8% | +41.8% | -8.9% | +18.6% |
| 3Y | +335.9% | +35.8% | +300.1% | +287.7% |
| 5Y | +113.8% | +51.0% | +62.8% | +90.5% |
| All | +1,449.6% | +96.1% | +1,353.5% | +1,166.8% |
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