+79.9%
PL vs NTR
+73.8%
+6.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -2.3% |
| 7D | -7.5% | +3.8% | -11.4% | -8.9% |
| 30D | -25.6% | +25.2% | -50.8% | -32.0% |
| 3M | -45.6% | +21.0% | -66.6% | -49.9% |
| 6M | -29.5% | +7.6% | -37.1% | -32.3% |
| YTD | -9.7% | +32.9% | -42.5% | -20.4% |
| 1Y | +84.4% | +43.1% | +41.3% | +57.9% |
| 3Y | +550.0% | +41.6% | +508.4% | +445.6% |
| 5Y | +79.0% | +54.8% | +24.2% | +40.2% |
| All | +79.9% | +73.8% | +6.1% | +41.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling