+92.6%
NTR vs FIVE
+278.3%
-185.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.1% | -6.7% | -2.4% |
| 7D | +8.1% | +4.3% | +3.8% | +7.3% |
| 30D | +18.8% | +12.5% | +6.2% | +16.1% |
| 3M | +16.2% | +31.2% | -15.0% | +10.5% |
| 6M | +9.8% | +14.4% | -4.6% | +6.0% |
| YTD | +30.9% | +33.9% | -3.0% | +22.6% |
| 1Y | +41.8% | +65.1% | -23.3% | +27.3% |
| 3Y | +35.8% | +49.0% | -13.2% | +19.6% |
| 5Y | +51.0% | +30.3% | +20.8% | +32.6% |
| All | +92.6% | +278.3% | -185.7% | +18.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling