+41.5%
NU vs NTR
+28.9%
+12.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.6% |
| 7D | -4.9% | -1.3% | -3.6% | -4.6% |
| 30D | +7.8% | +16.8% | -9.0% | +4.2% |
| 3M | +20.9% | +20.7% | +0.2% | +15.7% |
| 6M | +0.9% | +0.5% | +0.4% | 0.0% |
| YTD | -12.7% | +29.2% | -41.9% | -19.3% |
| 1Y | -6.4% | +39.6% | -46.0% | -15.5% |
| 3Y | +98.1% | +37.9% | +60.2% | +76.3% |
| All | +41.5% | +28.9% | +12.6% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 5y: compounded portfolio wealth divided by compounded NTR 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…
5y analysis · Full analysis span regression · 6 months rolling