+91.3%
RF vs NTR
+42.0%
+49.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.4% |
| 7D | +2.7% | +3.8% | -1.2% | +2.1% |
| 30D | -3.4% | +25.2% | -28.6% | -6.8% |
| 3M | +6.4% | +21.0% | -14.6% | +3.0% |
| 6M | +13.4% | +7.6% | +5.8% | +11.5% |
| YTD | +14.2% | +32.9% | -18.6% | +6.1% |
| 1Y | +15.7% | +43.1% | -27.4% | +5.0% |
| 3Y | +91.3% | +41.6% | +49.7% | +77.8% |
| All | +91.3% | +42.0% | +49.4% | +77.8% |
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