+95.6%
NTR vs RVTY
+76.4%
+19.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +2.2% |
| 7D | +3.8% | +0.4% | +3.5% | +3.7% |
| 30D | +25.2% | +10.8% | +14.4% | +21.6% |
| 3M | +21.0% | +26.8% | -5.8% | +12.6% |
| 6M | +7.6% | +39.3% | -31.7% | -3.6% |
| YTD | +32.9% | +31.6% | +1.2% | +20.5% |
| 1Y | +43.1% | +47.7% | -4.6% | +24.2% |
| 3Y | +41.6% | +19.9% | +21.7% | +27.0% |
| 5Y | +54.8% | -32.3% | +87.1% | +66.7% |
| All | +95.6% | +76.4% | +19.2% | +13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling