+74.0%
NTR vs ALK
-45.5%
+119.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.3% |
| 7D | -0.3% | -1.2% | +0.8% | -0.2% |
| 30D | +2.0% | +7.7% | -5.7% | +0.2% |
| 3M | +6.4% | -19.0% | +25.4% | +10.3% |
| 6M | +1.6% | -0.2% | +1.8% | -0.6% |
| YTD | +18.2% | -23.5% | +41.7% | +20.5% |
| 1Y | +23.9% | -9.1% | +33.1% | +20.7% |
| 3Y | +44.7% | +12.0% | +32.6% | +23.6% |
| 5Y | +21.3% | -30.9% | +52.2% | +15.7% |
| All | +74.0% | -45.5% | +119.5% | +58.6% |
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