+90.2%
NTR vs ALM
+1,531.4%
-1,441.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.5% | +6.1% | -0.1% |
| 7D | -1.3% | -11.8% | +10.6% | -0.8% |
| 30D | +16.8% | +7.8% | +9.0% | +16.3% |
| 3M | +20.7% | -9.3% | +30.0% | +20.8% |
| 6M | +0.5% | -30.5% | +31.0% | +1.2% |
| YTD | +29.2% | +75.8% | -46.6% | +24.3% |
| 1Y | +39.6% | +241.2% | -201.6% | +29.4% |
| 3Y | +37.9% | +1,872.6% | -1,834.7% | +13.7% |
| 5Y | +47.1% | +849.6% | -802.5% | +24.3% |
| All | +90.2% | +1,531.4% | -1,441.2% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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