+90.2%
NTR vs ALLY
+84.3%
+5.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.3% |
| 7D | -1.3% | -3.8% | +2.5% | -0.1% |
| 30D | +16.8% | -4.9% | +21.7% | +18.5% |
| 3M | +20.7% | -2.6% | +23.3% | +21.2% |
| 6M | +0.5% | +15.7% | -15.2% | -5.4% |
| YTD | +29.2% | -5.2% | +34.3% | +29.2% |
| 1Y | +39.6% | +2.8% | +36.8% | +35.3% |
| 3Y | +37.9% | +63.4% | -25.6% | +9.1% |
| 5Y | +47.1% | -2.6% | +49.6% | +33.6% |
| All | +90.2% | +84.3% | +5.8% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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