+33.0%
Q vs NTR
+36.8%
-3.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.5% |
| 7D | +4.9% | -1.3% | +6.2% | +4.9% |
| 30D | -11.0% | +16.8% | -27.8% | -10.2% |
| 3M | -15.2% | +20.7% | -35.9% | -14.5% |
| 6M | +8.8% | +0.5% | +8.3% | +9.0% |
| YTD | +55.1% | +29.2% | +25.9% | +56.6% |
| All | +33.0% | +36.8% | -3.8% | +32.9% |
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