+90.2%
NTR vs RVTY
+72.6%
+17.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -1.1% |
| 7D | -1.3% | -4.5% | +3.3% | -0.1% |
| 30D | +16.8% | +5.5% | +11.3% | +15.0% |
| 3M | +20.7% | +22.5% | -1.8% | +13.5% |
| 6M | +0.5% | +38.9% | -38.4% | -9.9% |
| YTD | +29.2% | +28.7% | +0.4% | +17.8% |
| 1Y | +39.6% | +45.5% | -5.9% | +21.7% |
| 3Y | +37.9% | +16.4% | +21.5% | +24.7% |
| 5Y | +47.1% | -32.7% | +79.8% | +58.2% |
| All | +90.2% | +72.6% | +17.6% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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