+45.4%
NU vs NTR
+29.4%
+16.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.7% |
| 7D | -4.2% | -2.5% | -1.7% | -3.7% |
| 30D | +10.0% | +17.0% | -7.0% | +6.3% |
| 3M | +29.3% | +22.2% | +7.1% | +23.4% |
| 6M | +0.9% | +5.2% | -4.2% | -1.1% |
| YTD | -10.3% | +29.7% | -39.9% | -17.2% |
| 1Y | -3.2% | +39.4% | -42.6% | -12.6% |
| 3Y | +120.6% | +38.2% | +82.4% | +96.1% |
| All | +45.4% | +29.4% | +16.0% | +4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling