+90.2%
NTR vs BRKR
+59.7%
+30.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.3% |
| 7D | -1.3% | -8.7% | +7.4% | +0.4% |
| 30D | +16.8% | -9.9% | +26.6% | +18.9% |
| 3M | +20.7% | -3.1% | +23.8% | +19.6% |
| 6M | +0.5% | +45.5% | -45.0% | -10.1% |
| YTD | +29.2% | +13.7% | +15.5% | +21.5% |
| 1Y | +39.6% | +67.4% | -27.8% | +18.0% |
| 3Y | +37.9% | -13.2% | +51.1% | +32.4% |
| 5Y | +47.1% | -39.5% | +86.5% | +55.0% |
| All | +90.2% | +59.7% | +30.5% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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