+32.9%
A vs NTRS
+168.2%
-135.3%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.6% | +2.2% |
| 7D | -2.6% | +1.4% | -4.0% | -3.1% |
| 30D | -0.9% | -0.7% | -0.2% | -0.7% |
| 3M | +13.6% | +11.3% | +2.3% | +8.3% |
| 6M | +27.8% | +35.5% | -7.7% | +11.8% |
| YTD | +8.6% | +40.6% | -32.0% | -6.9% |
| 1Y | +16.9% | +49.2% | -32.3% | -2.8% |
| 3Y | +32.9% | +167.2% | -134.3% | -18.0% |
| All | +32.9% | +168.2% | -135.3% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 3y: compounded portfolio wealth divided by compounded NTRS 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…
3y analysis · Full analysis span regression · 6 months rolling