+49.8%
NTR vs CAPR
+76.3%
-26.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.7% | +0.1% |
| 7D | +0.5% | -12.6% | +13.2% | +0.6% |
| 30D | +21.7% | +124.4% | -102.7% | +20.8% |
| 3M | +22.8% | -66.8% | +89.5% | +23.1% |
| 6M | +8.2% | -71.8% | +80.0% | +8.7% |
| YTD | +32.9% | -70.1% | +103.0% | +33.3% |
| 1Y | +45.3% | +33.3% | +12.0% | +41.4% |
| 3Y | +41.7% | +36.7% | +5.0% | +29.6% |
| 5Y | +49.8% | +72.5% | -22.6% | +31.5% |
| All | +49.8% | +76.3% | -26.5% | +31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling