+322.4%
NET vs NTR
+43.4%
+279.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.0% | -6.5% | -3.0% |
| 7D | -16.4% | +4.3% | -20.7% | -16.8% |
| 30D | -25.8% | +2.6% | -28.4% | -26.1% |
| 3M | -11.5% | +8.5% | -20.1% | -13.1% |
| 6M | +18.9% | -3.3% | +22.3% | +18.9% |
| YTD | +35.2% | +19.6% | +15.6% | +29.1% |
| 1Y | +14.5% | +37.6% | -23.2% | +5.3% |
| All | +322.4% | +43.4% | +279.0% | +270.5% |
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