+23.4%
W vs NTR
+103.6%
-80.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | -0.2% |
| 7D | +6.5% | +3.8% | +2.6% | +4.4% |
| 30D | -6.2% | +25.2% | -31.5% | -16.7% |
| 3M | +48.9% | +21.0% | +27.9% | +33.2% |
| 6M | +31.2% | +7.6% | +23.6% | +21.5% |
| YTD | -0.4% | +32.9% | -33.3% | -19.5% |
| 1Y | +14.8% | +43.1% | -28.2% | -11.8% |
| 3Y | +40.5% | +41.6% | -1.1% | +6.6% |
| 5Y | -62.1% | +54.8% | -116.9% | -77.0% |
| All | +23.4% | +103.6% | -80.2% | -52.0% |
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 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