-68.6%
XYZ vs NTR
+51.1%
-119.7%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.7% |
| 7D | +2.9% | +3.8% | -1.0% | +1.6% |
| 30D | +1.4% | +25.2% | -23.8% | -5.9% |
| 3M | +14.6% | +21.0% | -6.4% | +7.1% |
| 6M | +20.8% | +7.6% | +13.2% | +15.9% |
| YTD | +23.1% | +32.9% | -9.8% | +8.6% |
| 1Y | +5.6% | +43.1% | -37.4% | -10.0% |
| 3Y | +50.9% | +41.6% | +9.3% | +26.0% |
| 5Y | -68.6% | +54.8% | -123.3% | -77.6% |
| All | -68.6% | +51.1% | -119.7% | -77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling