+1,003.0%
BE vs NTRS
+115.9%
+887.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.1% | +5.6% | +5.8% |
| 7D | +9.0% | +1.4% | +7.7% | +7.8% |
| 30D | +16.3% | -0.7% | +16.9% | +16.8% |
| 3M | +10.8% | +11.3% | -0.5% | +2.5% |
| 6M | +73.2% | +35.5% | +37.7% | +38.0% |
| YTD | +217.4% | +40.6% | +176.8% | +147.2% |
| 1Y | +309.8% | +49.2% | +260.6% | +206.7% |
| 3Y | +1,726.2% | +167.2% | +1,558.9% | +785.5% |
| 5Y | +1,306.2% | +94.9% | +1,211.2% | +738.6% |
| All | +1,003.0% | +115.9% | +887.1% | +407.6% |
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