+90.2%
NTR vs QSR
+67.7%
+22.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | -1.3% | -4.0% | +2.7% | +0.3% |
| 30D | +16.8% | +2.8% | +14.0% | +15.4% |
| 3M | +20.7% | +5.1% | +15.7% | +18.0% |
| 6M | +0.5% | +8.8% | -8.3% | -3.8% |
| YTD | +29.2% | +14.8% | +14.4% | +20.6% |
| 1Y | +39.6% | +25.7% | +13.9% | +25.0% |
| 3Y | +37.9% | +27.5% | +10.3% | +20.1% |
| 5Y | +47.1% | +41.3% | +5.8% | +20.3% |
| All | +90.2% | +67.7% | +22.4% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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