+134.0%
RF vs NTR
+83.8%
+50.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.7% |
| 7D | -0.1% | +3.0% | -3.1% | -1.5% |
| 30D | +7.0% | +7.1% | -0.1% | +3.6% |
| 3M | -7.0% | +13.1% | -20.1% | -12.7% |
| 6M | +6.8% | +7.6% | -0.8% | +1.7% |
| YTD | +9.9% | +20.0% | -10.0% | -3.3% |
| 1Y | +21.1% | +30.2% | -9.0% | +2.0% |
| 3Y | +119.6% | +46.8% | +72.8% | +66.2% |
| 5Y | +46.2% | +22.7% | +23.4% | +3.8% |
| All | +134.0% | +83.8% | +50.2% | +5.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling