-35.7%
U vs NTR
+130.3%
-166.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.4% | +4.9% | +4.6% |
| 7D | +5.5% | -1.3% | +6.8% | +5.9% |
| 30D | -1.3% | +16.8% | -18.1% | -6.0% |
| 3M | +64.6% | +20.7% | +43.8% | +54.5% |
| 6M | +119.4% | +0.5% | +118.8% | +117.0% |
| YTD | -0.5% | +29.2% | -29.7% | -10.0% |
| 1Y | +1.3% | +39.6% | -38.3% | -11.1% |
| 3Y | +15.6% | +37.9% | -22.3% | -0.2% |
| 5Y | -67.5% | +47.1% | -114.5% | -72.1% |
| All | -35.7% | +130.3% | -166.0% | -44.7% |
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