+3,601.6%
ALL vs NTRS
+3,446.1%
+155.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.3% |
| 7D | -4.3% | +0.3% | -4.6% | -4.5% |
| 30D | -3.6% | +0.2% | -3.7% | -3.7% |
| 3M | +13.2% | +13.2% | 0.0% | +6.3% |
| 6M | +22.5% | +36.9% | -14.4% | +4.7% |
| YTD | +22.7% | +39.1% | -16.4% | +3.4% |
| 1Y | +28.3% | +50.4% | -22.1% | +3.9% |
| 3Y | +152.0% | +166.8% | -14.8% | +50.0% |
| 5Y | +115.4% | +92.9% | +22.6% | +45.2% |
| 10Y | +361.5% | +255.7% | +105.9% | +117.2% |
| All | +3,601.6% | +3,446.1% | +155.5% | +583.5% |
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 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