+88.4%
NTR vs ALC
+17.1%
+71.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.7% | +0.3% | -1.5% |
| 7D | -2.5% | -7.7% | +5.2% | +0.1% |
| 30D | +17.0% | -11.7% | +28.7% | +21.9% |
| 3M | +22.2% | +0.7% | +21.5% | +21.4% |
| 6M | +5.2% | -17.1% | +22.3% | +11.1% |
| YTD | +29.7% | -15.1% | +44.8% | +35.4% |
| 1Y | +39.4% | -14.1% | +53.5% | +44.4% |
| 3Y | +38.2% | -18.2% | +56.3% | +41.7% |
| 5Y | +47.6% | -19.2% | +66.8% | +48.4% |
| All | +88.4% | +17.1% | +71.3% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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