+513.9%
P vs NTR
+100.5%
+413.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +2.9% | +1.9% |
| 7D | +6.5% | +8.1% | -1.6% | +3.5% |
| 30D | +18.8% | +18.8% | +0.1% | +11.5% |
| 3M | +26.7% | +16.2% | +10.5% | +19.5% |
| 6M | +62.2% | +9.8% | +52.4% | +54.6% |
| YTD | +48.5% | +30.9% | +17.6% | +31.9% |
| 1Y | +26.4% | +41.8% | -15.4% | +7.8% |
| 3Y | +159.4% | +35.8% | +123.6% | +119.5% |
| 5Y | +275.8% | +51.0% | +224.7% | +165.4% |
| All | +513.9% | +100.5% | +413.4% | +256.0% |
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