+446.5%
A vs NTRS
+569.3%
-122.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.8% |
| 7D | -4.6% | +0.3% | -4.9% | -4.7% |
| 30D | -4.3% | +0.2% | -4.4% | -4.5% |
| 3M | +8.9% | +13.2% | -4.3% | +2.3% |
| 6M | +24.5% | +36.9% | -12.4% | +6.8% |
| YTD | +5.8% | +39.1% | -33.3% | -10.3% |
| 1Y | +16.2% | +50.4% | -34.2% | -5.3% |
| 3Y | +28.5% | +166.8% | -138.3% | -21.6% |
| 5Y | -16.3% | +92.9% | -109.2% | -42.3% |
| 10Y | +244.9% | +255.7% | -10.7% | +64.5% |
| All | +446.5% | +569.3% | -122.8% | +72.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling