+275.1%
P vs NTR
+22.4%
+252.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.7% | +5.2% | +4.5% |
| 7D | -4.7% | -0.6% | -4.1% | -4.6% |
| 30D | -31.4% | +5.4% | -36.8% | -32.2% |
| 3M | -2.6% | +7.3% | -9.9% | -4.3% |
| 6M | +21.9% | +2.2% | +19.7% | +20.6% |
| YTD | +58.9% | +18.9% | +40.0% | +51.8% |
| 1Y | +21.7% | +23.7% | -1.9% | +15.0% |
| 3Y | +193.3% | +47.5% | +145.8% | +163.0% |
| 5Y | +275.1% | +22.0% | +253.1% | +211.7% |
| All | +275.1% | +22.4% | +252.8% | +211.7% |
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