+716.6%
SE vs NTR
+97.9%
+618.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.2% |
| 7D | -5.2% | -1.3% | -3.9% | -4.8% |
| 30D | -17.1% | +16.8% | -33.8% | -21.3% |
| 3M | +24.0% | +20.7% | +3.2% | +15.9% |
| 6M | +21.0% | +0.5% | +20.4% | +19.1% |
| YTD | -16.7% | +29.2% | -45.9% | -25.3% |
| 1Y | -45.9% | +39.6% | -85.5% | -53.2% |
| 3Y | +177.8% | +37.9% | +140.0% | +136.3% |
| 5Y | -67.4% | +47.1% | -114.4% | -74.5% |
| All | +716.6% | +97.9% | +618.7% | +474.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling