+267.5%
P vs NTR
+48.6%
+218.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.1% | -4.0% |
| 7D | +5.0% | +0.5% | +4.5% | +4.9% |
| 30D | -0.9% | +21.7% | -22.7% | -4.7% |
| 3M | +38.7% | +22.8% | +15.9% | +32.9% |
| 6M | +54.4% | +8.2% | +46.2% | +51.0% |
| YTD | +44.8% | +32.9% | +11.9% | +35.7% |
| 1Y | +22.5% | +45.3% | -22.8% | +12.1% |
| 3Y | +148.2% | +41.7% | +106.6% | +125.5% |
| All | +267.5% | +48.6% | +218.9% | +187.9% |
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 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