+242.3%
V vs NTR
+103.6%
+138.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -2.1% |
| 7D | -1.1% | +3.8% | -4.9% | -2.1% |
| 30D | +1.9% | +25.2% | -23.4% | -4.0% |
| 3M | +15.5% | +21.0% | -5.5% | +9.6% |
| 6M | +16.6% | +7.6% | +9.0% | +13.3% |
| YTD | +5.7% | +32.9% | -27.1% | -3.6% |
| 1Y | +8.6% | +43.1% | -34.5% | -3.5% |
| 3Y | +52.5% | +41.6% | +10.9% | +33.1% |
| 5Y | +67.1% | +54.8% | +12.4% | +27.2% |
| All | +242.3% | +103.6% | +138.8% | +103.5% |
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 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