+244.0%
V vs NTR
+97.9%
+146.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -1.2% | -1.3% | +0.1% | -0.9% |
| 30D | +3.1% | +16.8% | -13.7% | -1.1% |
| 3M | +16.3% | +20.7% | -4.4% | +10.4% |
| 6M | +20.4% | +0.5% | +19.8% | +19.1% |
| YTD | +6.3% | +29.2% | -22.9% | -2.4% |
| 1Y | +8.7% | +39.6% | -30.9% | -2.7% |
| 3Y | +53.3% | +37.9% | +15.4% | +34.7% |
| 5Y | +71.1% | +47.1% | +24.0% | +32.6% |
| All | +244.0% | +97.9% | +146.1% | +106.0% |
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