-53.2%
S vs NTR
+55.8%
-109.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.7% |
| 7D | -7.7% | +8.1% | -15.8% | -9.0% |
| 30D | -5.3% | +18.8% | -24.1% | -8.2% |
| 3M | +20.3% | +16.2% | +4.0% | +16.9% |
| 6M | +47.4% | +9.8% | +37.6% | +43.8% |
| YTD | +32.5% | +30.9% | +1.7% | +24.4% |
| 1Y | +9.5% | +41.8% | -32.2% | +0.7% |
| 3Y | +15.5% | +35.8% | -20.3% | +5.5% |
| 5Y | -71.2% | +51.0% | -122.3% | -73.1% |
| All | -53.2% | +55.8% | -109.1% | -55.8% |
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 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