+3,774.3%
ASX vs NTRS
+268.4%
+3,505.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.9% | +7.0% | +6.5% |
| 7D | +6.3% | +1.7% | +4.6% | +5.5% |
| 30D | +6.4% | +0.1% | +6.3% | +6.3% |
| 3M | +13.1% | +9.8% | +3.3% | +8.6% |
| 6M | +90.3% | +34.7% | +55.6% | +66.6% |
| YTD | +149.6% | +37.4% | +112.2% | +115.9% |
| 1Y | +249.2% | +48.2% | +201.0% | +191.4% |
| 3Y | +445.9% | +163.5% | +282.4% | +247.0% |
| 5Y | +477.7% | +88.2% | +389.5% | +314.8% |
| 10Y | +913.4% | +246.8% | +666.5% | +419.3% |
| All | +3,774.3% | +268.4% | +3,505.9% | +1,099.6% |
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