+155.9%
ALLE vs NTRS
+259.9%
-104.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.9% |
| 7D | -2.4% | +1.4% | -3.8% | -3.0% |
| 30D | -7.7% | -0.7% | -7.0% | -7.5% |
| 3M | +15.2% | +11.3% | +3.8% | +8.9% |
| 6M | +5.4% | +35.5% | -30.1% | -9.6% |
| YTD | -2.9% | +40.6% | -43.5% | -18.7% |
| 1Y | -12.8% | +49.2% | -62.0% | -29.2% |
| 3Y | +47.2% | +167.2% | -120.1% | -12.5% |
| 5Y | +13.5% | +94.9% | -81.5% | -23.3% |
| All | +155.9% | +259.9% | -104.0% | +26.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling