-37.5%
U vs NTR
+136.8%
-174.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +2.2% |
| 7D | +4.5% | +3.8% | +0.6% | +3.3% |
| 30D | -0.6% | +25.2% | -25.8% | -7.3% |
| 3M | +48.4% | +21.0% | +27.4% | +39.4% |
| 6M | +115.4% | +7.6% | +107.8% | +108.3% |
| YTD | -3.2% | +32.9% | -36.1% | -13.2% |
| 1Y | -6.0% | +43.1% | -49.1% | -18.2% |
| 3Y | +13.5% | +41.6% | -28.1% | -2.9% |
| 5Y | -68.0% | +54.8% | -122.8% | -72.8% |
| All | -37.5% | +136.8% | -174.3% | -46.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling