+47.8%
NTR vs ADVB
-97.4%
+145.2%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.5% | -2.4% | +1.1% |
| 7D | +3.0% | -1.2% | +4.2% | +3.0% |
| 30D | +7.1% | -61.4% | +68.5% | +8.4% |
| 3M | +13.1% | -67.8% | +80.9% | +14.6% |
| 6M | +7.6% | -66.9% | +74.5% | +8.4% |
| YTD | +20.0% | -64.9% | +84.9% | +19.6% |
| 1Y | +30.2% | -74.8% | +104.9% | +30.9% |
| All | +47.8% | -97.4% | +145.2% | +64.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling