+63.6%
NTR vs ADVB
-88.8%
+152.4%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.8% | +5.3% | +1.6% |
| 7D | +3.8% | -14.0% | +17.8% | +4.0% |
| 30D | +25.2% | +41.0% | -15.7% | +24.5% |
| 3M | +21.0% | +127.9% | -106.9% | +18.9% |
| 6M | +7.6% | +101.3% | -93.7% | +4.9% |
| YTD | +32.9% | +53.8% | -20.9% | +30.0% |
| 1Y | +43.1% | +4.4% | +38.6% | +40.3% |
| All | +63.6% | -88.8% | +152.4% | +79.0% |
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