+130.6%
RF vs NTR
+81.1%
+49.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.2% |
| 7D | +0.4% | -1.4% | +1.7% | +1.0% |
| 30D | +5.6% | +2.2% | +3.3% | +4.4% |
| 3M | -8.9% | +6.8% | -15.7% | -12.1% |
| 6M | +7.1% | +0.6% | +6.5% | +5.4% |
| YTD | +8.3% | +18.2% | -9.9% | -4.1% |
| 1Y | +16.8% | +21.3% | -4.5% | +1.9% |
| 3Y | +115.0% | +46.6% | +68.4% | +62.5% |
| 5Y | +46.4% | +21.3% | +25.1% | +4.4% |
| All | +130.6% | +81.1% | +49.5% | +4.2% |
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