+11.8%
NOW vs NTR
+42.0%
-30.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.5% | -6.5% | -5.1% |
| 7D | -6.1% | +3.8% | -9.9% | -6.4% |
| 30D | +7.5% | +25.2% | -17.8% | +4.9% |
| 3M | +17.5% | +21.0% | -3.5% | +15.0% |
| 6M | +7.9% | +7.6% | +0.3% | +6.8% |
| YTD | -12.4% | +32.9% | -45.2% | -16.5% |
| 1Y | -28.6% | +43.1% | -71.6% | -32.9% |
| 3Y | +11.8% | +41.6% | -29.8% | +5.3% |
| All | +11.8% | +42.0% | -30.1% | +5.3% |
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