+16.8%
RF vs NTR
+23.4%
-6.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.5% |
| 7D | +0.4% | -1.4% | +1.7% | +0.3% |
| 30D | +5.6% | +2.2% | +3.3% | +5.7% |
| 3M | -8.9% | +6.8% | -15.7% | -8.5% |
| 6M | +7.1% | +0.6% | +6.5% | +7.4% |
| YTD | +8.3% | +18.2% | -9.9% | +4.2% |
| 1Y | +16.8% | +21.3% | -4.5% | +10.9% |
| All | +16.8% | +23.4% | -6.6% | +10.9% |
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