+150.2%
ALL vs NTRS
+168.2%
-17.9%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.6% |
| 7D | -2.3% | +1.4% | -3.6% | -2.5% |
| 30D | -0.4% | -0.7% | +0.2% | -0.3% |
| 3M | +16.0% | +11.3% | +4.7% | +13.5% |
| 6M | +24.6% | +35.5% | -11.0% | +16.7% |
| YTD | +23.7% | +40.6% | -16.9% | +14.4% |
| 1Y | +27.7% | +49.2% | -21.5% | +16.4% |
| 3Y | +150.2% | +167.2% | -17.0% | +92.3% |
| All | +150.2% | +168.2% | -17.9% | +92.3% |
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