+63.7%
NTR vs ADVB
-89.4%
+153.1%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.3% | +5.4% | +0.1% |
| 7D | +0.5% | -13.0% | +13.5% | +0.7% |
| 30D | +21.7% | +7.5% | +14.3% | +21.5% |
| 3M | +22.8% | +129.1% | -106.3% | +20.6% |
| 6M | +8.2% | +71.7% | -63.5% | +5.9% |
| YTD | +32.9% | +45.5% | -12.6% | +30.1% |
| 1Y | +45.3% | -2.7% | +48.1% | +42.7% |
| All | +63.7% | -89.4% | +153.1% | +79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 10y: compounded portfolio wealth divided by compounded ADVB 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…
10y analysis · Full analysis span regression · 6 months rolling