+46.5%
NTR vs EFV
+95.9%
-49.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -1.2% |
| 7D | -1.3% | -0.8% | -0.5% | -0.7% |
| 30D | +16.8% | +0.6% | +16.1% | +16.2% |
| 3M | +20.7% | +7.5% | +13.2% | +13.9% |
| 6M | +0.5% | +13.0% | -12.5% | -9.6% |
| YTD | +29.2% | +18.3% | +10.9% | +11.4% |
| 1Y | +39.6% | +26.7% | +12.9% | +13.3% |
| 3Y | +37.9% | +89.6% | -51.7% | -23.3% |
| All | +46.5% | +95.9% | -49.4% | -24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling