+119.5%
XYZ vs NTR
+103.7%
+15.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -3.7% | +0.5% | -4.2% | -4.0% |
| 30D | +0.5% | +21.7% | -21.2% | -8.3% |
| 3M | +16.3% | +22.8% | -6.5% | +4.9% |
| 6M | +21.1% | +8.2% | +12.9% | +13.8% |
| YTD | +22.0% | +32.9% | -10.9% | +2.8% |
| 1Y | +5.2% | +45.3% | -40.2% | -16.1% |
| 3Y | +49.6% | +41.7% | +7.9% | +17.4% |
| 5Y | -68.4% | +49.8% | -118.3% | -78.3% |
| All | +119.5% | +103.7% | +15.8% | +22.0% |
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