+117.9%
NI vs NTR
+103.7%
+14.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.6% |
| 7D | +1.3% | +0.5% | +0.7% | +1.2% |
| 30D | -0.3% | +21.7% | -22.0% | -4.0% |
| 3M | -9.5% | +22.8% | -32.2% | -13.1% |
| 6M | -10.2% | +8.2% | -18.5% | -12.1% |
| YTD | +1.8% | +32.9% | -31.1% | -4.6% |
| 1Y | +5.7% | +45.3% | -39.7% | -3.1% |
| 3Y | +69.6% | +41.7% | +28.0% | +54.3% |
| 5Y | +95.8% | +49.8% | +46.0% | +67.1% |
| All | +117.9% | +103.7% | +14.3% | +51.2% |
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