+782.1%
B vs NTRS
+7,800.3%
-7,018.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.4% |
| 7D | -2.4% | +1.4% | -3.8% | -2.5% |
| 30D | +6.3% | -0.7% | +7.0% | +6.4% |
| 3M | +12.1% | +11.3% | +0.8% | +11.2% |
| 6M | -3.1% | +35.5% | -38.6% | -5.3% |
| YTD | +2.0% | +40.6% | -38.6% | -0.6% |
| 1Y | +51.7% | +49.2% | +2.5% | +47.2% |
| 3Y | +190.5% | +167.2% | +23.3% | +170.0% |
| 5Y | +158.0% | +94.9% | +63.0% | +142.9% |
| 10Y | +205.5% | +259.5% | -53.9% | +171.2% |
| All | +782.1% | +7,800.3% | -7,018.2% | +783.7% |
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 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