+74.0%
NTR vs ALK
-44.7%
+118.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.8% | +4.2% | +0.3% |
| 7D | -1.4% | +0.9% | -2.3% | -1.6% |
| 30D | +2.2% | +3.3% | -1.1% | +1.3% |
| 3M | +6.8% | -17.6% | +24.4% | +10.3% |
| 6M | +0.6% | +0.8% | -0.2% | -1.8% |
| YTD | +18.2% | -22.4% | +40.6% | +20.1% |
| 1Y | +21.3% | -10.1% | +31.4% | +18.5% |
| 3Y | +46.6% | +14.0% | +32.7% | +24.9% |
| 5Y | +21.3% | -29.8% | +51.1% | +15.4% |
| All | +74.0% | -44.7% | +118.7% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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