+90.2%
NTR vs USFR
+25.8%
+64.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.4% | -0.4% |
| 7D | -1.3% | +0.1% | -1.4% | -1.4% |
| 30D | +16.8% | +0.4% | +16.4% | +16.5% |
| 3M | +20.7% | +1.0% | +19.7% | +20.0% |
| 6M | +0.5% | +2.0% | -1.4% | -0.6% |
| YTD | +29.2% | +2.8% | +26.4% | +27.2% |
| 1Y | +39.6% | +4.1% | +35.5% | +36.6% |
| 3Y | +37.9% | +14.1% | +23.7% | +31.4% |
| 5Y | +47.1% | +20.6% | +26.5% | +33.5% |
| All | +90.2% | +25.8% | +64.3% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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