+90.2%
NTR vs MKTX
-11.9%
+102.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -1.3% | -0.2% | -1.1% | -1.2% |
| 30D | +16.8% | +0.7% | +16.0% | +16.6% |
| 3M | +20.7% | +40.8% | -20.0% | +13.4% |
| 6M | +0.5% | -8.0% | +8.5% | +1.3% |
| YTD | +29.2% | -8.7% | +37.9% | +30.3% |
| 1Y | +39.6% | -11.8% | +51.4% | +41.4% |
| 3Y | +37.9% | -24.0% | +61.9% | +40.9% |
| 5Y | +47.1% | -60.3% | +107.4% | +64.0% |
| All | +90.2% | -11.9% | +102.0% | +80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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