+90.2%
NTR vs EXEL
+84.9%
+5.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | 0.0% |
| 7D | -1.3% | -4.9% | +3.6% | -0.5% |
| 30D | +16.8% | +11.4% | +5.4% | +14.8% |
| 3M | +20.7% | +4.9% | +15.8% | +19.5% |
| 6M | +0.5% | +34.4% | -33.9% | -4.8% |
| YTD | +29.2% | +28.0% | +1.1% | +23.1% |
| 1Y | +39.6% | +43.6% | -4.0% | +29.9% |
| 3Y | +37.9% | +155.2% | -117.3% | +11.0% |
| 5Y | +47.1% | +181.2% | -134.1% | +13.7% |
| All | +90.2% | +84.9% | +5.3% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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