+90.9%
NTR vs BR
+115.9%
-25.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.5% | -2.5% |
| 7D | -2.5% | -6.0% | +3.5% | -0.4% |
| 30D | +17.0% | -0.9% | +17.9% | +17.2% |
| 3M | +22.2% | +16.4% | +5.8% | +15.0% |
| 6M | +5.2% | -8.2% | +13.4% | +7.5% |
| YTD | +29.7% | -23.2% | +52.9% | +41.4% |
| 1Y | +39.4% | -30.9% | +70.3% | +58.7% |
| 3Y | +38.2% | -5.0% | +43.2% | +34.3% |
| 5Y | +47.6% | +8.8% | +38.8% | +32.1% |
| All | +90.9% | +115.9% | -25.0% | +10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling