+21.7%
W vs NTR
+97.9%
-76.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | -0.9% | -1.3% | +0.4% | -0.2% |
| 30D | -4.2% | +16.8% | -21.0% | -11.9% |
| 3M | +26.9% | +20.7% | +6.1% | +13.5% |
| 6M | +31.2% | +0.5% | +30.7% | +26.2% |
| YTD | -1.8% | +29.2% | -31.0% | -19.5% |
| 1Y | +9.3% | +39.6% | -30.3% | -15.0% |
| 3Y | +33.2% | +37.9% | -4.7% | +2.4% |
| 5Y | -62.4% | +47.1% | -109.5% | -76.4% |
| All | +21.7% | +97.9% | -76.3% | -52.1% |
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 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