+90.2%
NTR vs CHD
+109.8%
-19.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -1.3% | -4.5% | +3.2% | -0.7% |
| 30D | +16.8% | -6.7% | +23.5% | +17.7% |
| 3M | +20.7% | -2.7% | +23.5% | +21.0% |
| 6M | +0.5% | -4.9% | +5.5% | +0.9% |
| YTD | +29.2% | +13.3% | +15.8% | +26.3% |
| 1Y | +39.6% | +1.0% | +38.6% | +38.6% |
| 3Y | +37.9% | +1.3% | +36.5% | +35.8% |
| 5Y | +47.1% | +20.8% | +26.2% | +38.0% |
| All | +90.2% | +109.8% | -19.6% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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