+47.6%
NTR vs ALC
-19.4%
+67.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.7% | +0.3% | -1.8% |
| 7D | -2.5% | -7.7% | +5.2% | -0.7% |
| 30D | +17.0% | -11.7% | +28.7% | +20.3% |
| 3M | +22.2% | +0.7% | +21.5% | +21.7% |
| 6M | +5.2% | -17.1% | +22.3% | +9.1% |
| YTD | +29.7% | -15.1% | +44.8% | +33.5% |
| 1Y | +39.4% | -14.1% | +53.5% | +42.8% |
| 3Y | +38.2% | -18.2% | +56.3% | +40.7% |
| 5Y | +47.6% | -19.2% | +66.8% | +44.3% |
| All | +47.6% | -19.4% | +67.0% | +44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling