+37.9%
NTR vs BR
-5.3%
+43.2%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -1.3% | -3.0% | +1.7% | -1.0% |
| 30D | +16.8% | -0.3% | +17.1% | +16.8% |
| 3M | +20.7% | +17.3% | +3.4% | +18.4% |
| 6M | +0.5% | -6.7% | +7.2% | +1.1% |
| YTD | +29.2% | -23.4% | +52.6% | +34.9% |
| 1Y | +39.6% | -32.7% | +72.3% | +50.1% |
| 3Y | +37.9% | -5.9% | +43.8% | +35.0% |
| All | +37.9% | -5.3% | +43.2% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 3y: compounded portfolio wealth divided by compounded BR 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…
3y analysis · Full analysis span regression · 6 months rolling