+67.1%
ACWI vs NTRS
+88.8%
-21.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -1.3% |
| 7D | -1.9% | +0.3% | -2.3% | -2.1% |
| 30D | -1.3% | +0.2% | -1.5% | -1.4% |
| 3M | +5.0% | +13.2% | -8.2% | +0.4% |
| 6M | +11.7% | +36.9% | -25.2% | -0.3% |
| YTD | +13.0% | +39.1% | -26.2% | -0.1% |
| 1Y | +19.2% | +50.4% | -31.2% | +2.4% |
| 3Y | +75.0% | +166.8% | -91.8% | +19.8% |
| 5Y | +67.1% | +92.9% | -25.8% | +26.5% |
| All | +67.1% | +88.8% | -21.7% | +26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling