+1,726.2%
BE vs NTRS
+168.2%
+1,558.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.1% | +5.6% | +5.6% |
| 7D | +9.0% | +1.4% | +7.7% | +7.5% |
| 30D | +16.3% | -0.7% | +16.9% | +16.9% |
| 3M | +10.8% | +11.3% | -0.5% | +0.7% |
| 6M | +73.2% | +35.5% | +37.7% | +30.7% |
| YTD | +217.4% | +40.6% | +176.8% | +132.6% |
| 1Y | +309.8% | +49.2% | +260.6% | +186.2% |
| 3Y | +1,726.2% | +167.2% | +1,558.9% | +536.0% |
| All | +1,726.2% | +168.2% | +1,558.0% | +536.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling