+1,381.0%
NET vs NTR
+79.2%
+1,301.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.0% | -6.5% | -3.5% |
| 7D | -16.4% | +4.3% | -20.7% | -17.3% |
| 30D | -25.8% | +2.6% | -28.4% | -26.5% |
| 3M | -11.5% | +8.5% | -20.1% | -14.0% |
| 6M | +18.9% | -3.3% | +22.3% | +18.8% |
| YTD | +35.2% | +19.6% | +15.6% | +26.4% |
| 1Y | +14.5% | +37.6% | -23.2% | +2.5% |
| 3Y | +313.8% | +41.3% | +272.5% | +260.9% |
| 5Y | +32.6% | +24.9% | +7.7% | +22.3% |
| All | +1,381.0% | +79.2% | +1,301.8% | +1,134.2% |
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