+26.7%
Q vs NTR
+38.6%
-11.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.2% | +1.6% |
| 7D | +0.2% | +8.1% | -7.9% | +0.7% |
| 30D | -11.1% | +18.8% | -29.9% | -10.3% |
| 3M | -22.1% | +16.2% | -38.3% | -21.4% |
| 6M | +0.5% | +9.8% | -9.3% | -0.2% |
| YTD | +47.8% | +30.9% | +16.9% | +49.3% |
| All | +26.7% | +38.6% | -11.9% | +26.7% |
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 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