+26.0%
C vs NTRS
+43.5%
-17.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.5% | -0.6% |
| 7D | +1.1% | +3.6% | -2.5% | -1.5% |
| 30D | -2.4% | +4.3% | -6.7% | -5.4% |
| 3M | -8.4% | -1.9% | -6.4% | -7.2% |
| 6M | +0.3% | +11.4% | -11.1% | -7.4% |
| YTD | +9.1% | +32.3% | -23.2% | -13.3% |
| 1Y | +26.0% | +42.5% | -16.5% | -5.3% |
| All | +26.0% | +43.5% | -17.4% | -5.3% |
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