+90.2%
NTR vs CAPR
-47.0%
+137.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.4% |
| 7D | -1.3% | -11.0% | +9.7% | -1.1% |
| 30D | +16.8% | +99.8% | -83.0% | +15.3% |
| 3M | +20.7% | -66.6% | +87.3% | +21.4% |
| 6M | +0.5% | -75.1% | +75.6% | +1.4% |
| YTD | +29.2% | -71.0% | +100.2% | +30.0% |
| 1Y | +39.6% | +30.0% | +9.6% | +32.7% |
| 3Y | +37.9% | +29.0% | +8.9% | +26.5% |
| 5Y | +47.1% | +70.8% | -23.8% | +32.0% |
| All | +90.2% | -47.0% | +137.2% | +67.0% |
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