+180.5%
PL vs NTR
+43.1%
+137.4%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.5% |
| 7D | -9.3% | +8.1% | -17.4% | -12.5% |
| 30D | -18.9% | +18.8% | -37.7% | -25.6% |
| 3M | -58.4% | +16.2% | -74.6% | -61.4% |
| 6M | -30.3% | +9.8% | -40.1% | -34.7% |
| YTD | -8.1% | +30.9% | -39.0% | -25.4% |
| 1Y | +180.5% | +41.8% | +138.7% | +118.0% |
| All | +180.5% | +43.1% | +137.4% | +118.0% |
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 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