+90.2%
NTR vs BG
+136.6%
-46.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.4% | +0.5% |
| 7D | -1.3% | +3.1% | -4.4% | -2.9% |
| 30D | +16.8% | +10.2% | +6.5% | +10.8% |
| 3M | +20.7% | -1.7% | +22.4% | +21.0% |
| 6M | +0.5% | +1.0% | -0.4% | -0.7% |
| YTD | +29.2% | +39.9% | -10.7% | +7.9% |
| 1Y | +39.6% | +53.2% | -13.6% | +10.1% |
| 3Y | +37.9% | +16.3% | +21.6% | +22.8% |
| 5Y | +47.1% | +83.9% | -36.8% | +1.3% |
| All | +90.2% | +136.6% | -46.4% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 all: compounded portfolio wealth divided by compounded BG 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…
all analysis · Full analysis span regression · 6 months rolling