+223.9%
SPY vs NTR
+97.9%
+126.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +0.9% |
| 7D | -0.8% | -1.3% | +0.5% | -0.5% |
| 30D | -1.1% | +16.8% | -17.8% | -4.9% |
| 3M | +3.9% | +20.7% | -16.9% | -1.3% |
| 6M | +13.6% | +0.5% | +13.1% | +12.4% |
| YTD | +12.7% | +29.2% | -16.5% | +3.8% |
| 1Y | +17.5% | +39.6% | -22.1% | +5.5% |
| 3Y | +76.9% | +37.9% | +39.0% | +56.4% |
| 5Y | +83.6% | +47.1% | +36.5% | +46.8% |
| All | +223.9% | +97.9% | +126.0% | +110.5% |
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