-69.5%
S vs NTR
+48.6%
-118.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | 0.0% |
| 7D | -1.2% | +0.5% | -1.8% | -1.3% |
| 30D | -12.6% | +21.7% | -34.3% | -15.8% |
| 3M | +27.6% | +22.8% | +4.8% | +22.3% |
| 6M | +35.5% | +8.2% | +27.3% | +32.4% |
| YTD | +29.6% | +32.9% | -3.3% | +20.5% |
| 1Y | +8.1% | +45.3% | -37.2% | -1.9% |
| 3Y | +14.8% | +41.7% | -26.9% | +2.9% |
| All | -69.5% | +48.6% | -118.1% | -78.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling