+90.2%
NTR vs EFV
+112.1%
-22.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -1.3% |
| 7D | -1.3% | -0.8% | -0.5% | -0.6% |
| 30D | +16.8% | +0.6% | +16.1% | +16.1% |
| 3M | +20.7% | +7.5% | +13.2% | +12.8% |
| 6M | +0.5% | +13.0% | -12.5% | -11.1% |
| YTD | +29.2% | +18.3% | +10.9% | +9.1% |
| 1Y | +39.6% | +26.7% | +12.9% | +10.4% |
| 3Y | +37.9% | +89.6% | -51.7% | -26.9% |
| 5Y | +47.1% | +98.2% | -51.1% | -25.9% |
| All | +90.2% | +112.1% | -22.0% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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