+118.6%
XYZ vs NTR
+98.7%
+19.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.0% | +0.7% |
| 7D | -5.2% | -2.5% | -2.7% | -4.1% |
| 30D | 0.0% | +17.0% | -17.0% | -7.2% |
| 3M | +18.7% | +22.2% | -3.5% | +7.3% |
| 6M | +20.5% | +5.2% | +15.4% | +14.7% |
| YTD | +21.5% | +29.7% | -8.2% | +3.5% |
| 1Y | +7.2% | +39.4% | -32.2% | -12.7% |
| 3Y | +49.0% | +38.2% | +10.8% | +18.3% |
| 5Y | -68.1% | +47.6% | -115.7% | -78.0% |
| All | +118.6% | +98.7% | +19.9% | +22.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling