+49.8%
NTR vs FIVE
+35.6%
+14.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.8% | +0.3% |
| 7D | +0.5% | +1.7% | -1.1% | +0.4% |
| 30D | +21.7% | +5.0% | +16.7% | +21.2% |
| 3M | +22.8% | +29.5% | -6.7% | +20.0% |
| 6M | +8.2% | +12.4% | -4.2% | +6.6% |
| YTD | +32.9% | +31.2% | +1.7% | +28.9% |
| 1Y | +45.3% | +72.9% | -27.5% | +37.0% |
| 3Y | +41.7% | +53.0% | -11.4% | +34.1% |
| 5Y | +49.8% | +34.2% | +15.7% | +48.3% |
| All | +49.8% | +35.6% | +14.2% | +48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling