+39.2%
S vs NTR
+36.7%
+2.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.0% | -2.3% | +2.5% |
| 7D | -8.2% | +4.3% | -12.5% | -7.4% |
| 30D | -7.6% | +2.6% | -10.2% | -6.9% |
| 3M | +12.0% | +8.5% | +3.4% | +13.1% |
| 6M | +50.6% | -3.3% | +53.9% | +50.1% |
| YTD | +56.6% | +19.6% | +37.0% | +60.2% |
| 1Y | +39.2% | +37.6% | +1.6% | +33.3% |
| All | +39.2% | +36.7% | +2.5% | +33.3% |
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