+71.7%
TER vs NTR
+19.8%
+51.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | +14.4% | -0.3% | +14.7% | +14.5% |
| 30D | -30.6% | +2.0% | -32.5% | -31.0% |
| 3M | -39.2% | +6.4% | -45.6% | -40.4% |
| 6M | -31.3% | +1.6% | -32.9% | -32.0% |
| YTD | +29.1% | +18.2% | +10.9% | +20.7% |
| 1Y | +47.4% | +23.9% | +23.5% | +35.7% |
| 3Y | +191.2% | +44.7% | +146.6% | +150.2% |
| All | +71.7% | +19.8% | +51.8% | +37.1% |
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