+187.0%
BR vs NTRS
+259.9%
-72.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.7% |
| 7D | -3.0% | +1.4% | -4.3% | -3.4% |
| 30D | -0.3% | -0.7% | +0.4% | -0.1% |
| 3M | +17.3% | +11.3% | +6.0% | +12.8% |
| 6M | -6.7% | +35.5% | -42.2% | -16.3% |
| YTD | -23.4% | +40.6% | -64.0% | -32.4% |
| 1Y | -32.7% | +49.2% | -81.9% | -41.9% |
| 3Y | -5.9% | +167.2% | -173.1% | -35.1% |
| 5Y | +8.4% | +94.9% | -86.5% | -18.4% |
| All | +187.0% | +259.9% | -72.9% | +90.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling