+32.0%
Q vs NTR
+40.8%
-8.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.7% | +1.8% |
| 7D | +6.6% | +0.5% | +6.1% | +6.6% |
| 30D | -6.6% | +21.7% | -28.3% | -5.6% |
| 3M | -13.2% | +22.8% | -36.0% | -12.4% |
| 6M | +9.9% | +8.2% | +1.7% | +9.7% |
| YTD | +53.9% | +32.9% | +21.0% | +55.7% |
| All | +32.0% | +40.8% | -8.8% | +32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling