+67.9%
NI vs NTR
+36.8%
+31.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | 0.0% |
| 7D | 0.0% | -1.3% | +1.3% | +0.2% |
| 30D | -1.4% | +16.8% | -18.2% | -2.9% |
| 3M | -10.6% | +20.7% | -31.3% | -12.3% |
| 6M | -9.3% | +0.5% | -9.9% | -9.5% |
| YTD | +1.1% | +29.2% | -28.0% | -2.3% |
| 1Y | +3.4% | +39.6% | -36.2% | -1.3% |
| 3Y | +67.9% | +37.9% | +30.0% | +60.8% |
| All | +67.9% | +36.8% | +31.1% | +60.8% |
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 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