+215.3%
ALLE vs NTRS
+189.6%
+25.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +3.6% | +3.2% | +0.4% | +2.1% |
| 30D | +25.9% | +9.6% | +16.3% | +20.6% |
| 3M | +15.8% | -6.0% | +21.7% | +18.8% |
| 6M | +48.1% | +10.4% | +37.7% | +40.2% |
| YTD | +22.0% | +32.5% | -10.5% | +4.8% |
| 1Y | +18.0% | +41.2% | -23.2% | -1.7% |
| 3Y | +93.1% | +173.4% | -80.3% | +13.2% |
| 5Y | +52.1% | +65.0% | -12.9% | +11.4% |
| All | +215.3% | +189.6% | +25.6% | +71.0% |
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