+90.9%
NTR vs EFV
+109.9%
-19.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.2% |
| 7D | -2.5% | -2.0% | -0.5% | -0.7% |
| 30D | +17.0% | -0.2% | +17.2% | +17.2% |
| 3M | +22.2% | +9.1% | +13.0% | +12.6% |
| 6M | +5.2% | +11.7% | -6.5% | -6.0% |
| YTD | +29.7% | +17.0% | +12.6% | +10.6% |
| 1Y | +39.4% | +26.7% | +12.7% | +10.2% |
| 3Y | +38.2% | +90.2% | -52.0% | -27.0% |
| 5Y | +47.6% | +96.1% | -48.5% | -24.9% |
| All | +90.9% | +109.9% | -19.0% | -13.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling