+133.8%
XYZ vs NTR
+81.1%
+52.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | -1.1% | -0.3% | -0.7% | -0.9% |
| 30D | +11.5% | +2.0% | +9.5% | +10.6% |
| 3M | +1.8% | +6.4% | -4.6% | -1.5% |
| 6M | +21.2% | +1.6% | +19.6% | +19.0% |
| YTD | +29.9% | +18.2% | +11.7% | +15.2% |
| 1Y | +35.8% | +23.9% | +11.8% | +17.1% |
| 3Y | +62.6% | +44.7% | +17.9% | +24.9% |
| 5Y | -62.8% | +21.3% | -84.1% | -71.3% |
| All | +133.8% | +81.1% | +52.7% | +36.8% |
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