+356.8%
ACWI vs NTRS
+336.7%
+20.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | 0.0% |
| 7D | +0.5% | +0.4% | +0.1% | +0.3% |
| 30D | +0.9% | +1.7% | -0.8% | +0.1% |
| 3M | +2.4% | +8.9% | -6.5% | -1.3% |
| 6M | +12.4% | +30.6% | -18.2% | +0.1% |
| YTD | +15.2% | +38.7% | -23.5% | -0.2% |
| 1Y | +22.7% | +48.1% | -25.4% | +3.2% |
| 3Y | +75.8% | +165.5% | -89.7% | +13.2% |
| 5Y | +67.7% | +85.6% | -17.8% | +21.8% |
| 10Y | +229.0% | +246.1% | -17.1% | +70.8% |
| All | +356.8% | +336.7% | +20.2% | +90.2% |
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