+28.6%
P vs NTR
+21.2%
+7.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +11.6% | -0.3% | +12.0% | +11.6% |
| 30D | -23.7% | +2.0% | -25.6% | -23.5% |
| 3M | -8.0% | +6.4% | -14.4% | -8.0% |
| 6M | +27.9% | +1.6% | +26.3% | +27.2% |
| YTD | +61.2% | +18.2% | +42.9% | +69.3% |
| 1Y | +28.6% | +23.9% | +4.7% | +37.9% |
| All | +28.6% | +21.2% | +7.4% | +37.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling