+16.0%
RF vs NTR
+42.7%
-26.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -0.1% | +0.5% | -0.7% | -0.1% |
| 30D | -4.0% | +21.7% | -25.8% | -3.6% |
| 3M | +5.6% | +22.8% | -17.2% | +6.0% |
| 6M | +13.1% | +8.2% | +4.8% | +13.3% |
| YTD | +13.6% | +32.9% | -19.4% | +9.9% |
| 1Y | +16.0% | +45.3% | -29.4% | +11.0% |
| All | +16.0% | +42.7% | -26.7% | +11.0% |
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