+115.3%
SPOT vs NTR
+45.7%
+69.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +0.8% |
| 7D | -3.1% | -1.3% | -1.8% | -2.9% |
| 30D | +7.4% | +16.8% | -9.4% | +4.6% |
| 3M | +8.2% | +20.7% | -12.6% | +4.7% |
| 6M | +2.2% | +0.5% | +1.7% | +1.6% |
| YTD | -9.5% | +29.2% | -38.7% | -14.0% |
| 1Y | -23.8% | +39.6% | -63.4% | -28.9% |
| 3Y | +233.5% | +37.9% | +195.6% | +207.7% |
| All | +115.3% | +45.7% | +69.6% | +73.3% |
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