+90.9%
NTR vs ARWR
+2,142.8%
-2,051.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.6% | -2.5% |
| 7D | -2.5% | -4.3% | +1.8% | -2.0% |
| 30D | +17.0% | -7.3% | +24.3% | +17.9% |
| 3M | +22.2% | +17.0% | +5.2% | +19.5% |
| 6M | +5.2% | +39.8% | -34.6% | +0.3% |
| YTD | +29.7% | +24.7% | +5.0% | +24.8% |
| 1Y | +39.4% | +186.5% | -147.1% | +20.1% |
| 3Y | +38.2% | +176.8% | -138.6% | +13.3% |
| 5Y | +47.6% | +29.3% | +18.3% | +27.7% |
| All | +90.9% | +2,142.8% | -2,051.9% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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