+55.3%
BE vs NTRS
+43.5%
+11.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.1% | -9.5% | -10.2% |
| 7D | -12.1% | +3.6% | -15.7% | -16.0% |
| 30D | -30.1% | +4.3% | -34.4% | -33.7% |
| 3M | -12.1% | -1.9% | -10.2% | -10.1% |
| 6M | -30.6% | +11.4% | -42.0% | -37.4% |
| YTD | +130.6% | +32.3% | +98.3% | +53.6% |
| 1Y | +55.3% | +42.5% | +12.8% | -8.0% |
| All | +55.3% | +43.5% | +11.8% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling