+74.0%
NTR vs CAPR
-39.7%
+113.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.9% | +7.0% | +0.1% |
| 7D | -0.3% | +5.9% | -6.2% | -0.5% |
| 30D | +2.0% | +44.6% | -42.7% | +1.3% |
| 3M | +6.4% | +126.4% | -120.0% | +4.7% |
| 6M | +1.6% | -68.6% | +70.2% | +2.1% |
| YTD | +18.2% | -67.0% | +85.2% | +18.5% |
| 1Y | +23.9% | +65.2% | -41.2% | +17.3% |
| 3Y | +44.7% | +235.6% | -190.9% | +29.8% |
| 5Y | +21.3% | +175.4% | -154.1% | +7.7% |
| All | +74.0% | -39.7% | +113.7% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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