+132.6%
AR vs NTRS
+93.2%
+39.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.3% |
| 7D | -2.5% | +1.4% | -3.9% | -3.1% |
| 30D | +2.5% | -0.7% | +3.2% | +2.7% |
| 3M | +12.3% | +11.3% | +1.0% | +6.7% |
| 6M | -3.1% | +35.5% | -38.7% | -16.6% |
| YTD | +11.5% | +40.6% | -29.1% | -6.4% |
| 1Y | +17.0% | +49.2% | -32.2% | -5.0% |
| 3Y | +47.3% | +167.2% | -119.9% | -14.0% |
| All | +132.6% | +93.2% | +39.4% | +50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling