+95.7%
NTR vs FIVE
+270.7%
-175.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.8% | +0.5% |
| 7D | +0.5% | +1.7% | -1.1% | +0.2% |
| 30D | +21.7% | +5.0% | +16.7% | +20.6% |
| 3M | +22.8% | +29.5% | -6.7% | +17.0% |
| 6M | +8.2% | +12.4% | -4.2% | +4.8% |
| YTD | +32.9% | +31.2% | +1.7% | +24.9% |
| 1Y | +45.3% | +72.9% | -27.5% | +29.3% |
| 3Y | +41.7% | +53.0% | -11.4% | +23.8% |
| 5Y | +49.8% | +34.2% | +15.7% | +30.1% |
| All | +95.7% | +270.7% | -175.0% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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