+6.7%
NI vs NTR
+43.1%
-36.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +0.9% | -0.6% |
| 7D | +2.0% | +8.1% | -6.1% | +1.6% |
| 30D | -3.5% | +18.8% | -22.3% | -4.4% |
| 3M | -9.1% | +16.2% | -25.3% | -9.8% |
| 6M | -11.8% | +9.8% | -21.6% | -12.3% |
| YTD | +1.1% | +30.9% | -29.8% | -1.3% |
| 1Y | +6.7% | +41.8% | -35.1% | +2.9% |
| All | +6.7% | +43.1% | -36.4% | +2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling