+274.0%
C vs NTRS
+165.3%
+108.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.8% | -0.4% |
| 7D | +0.3% | +0.3% | -0.1% | 0.0% |
| 30D | +2.0% | +0.2% | +1.9% | +1.9% |
| 3M | +4.4% | +13.2% | -8.8% | -4.0% |
| 6M | +28.3% | +36.9% | -8.6% | +3.2% |
| YTD | +20.5% | +39.1% | -18.6% | -4.0% |
| 1Y | +45.5% | +50.4% | -4.9% | +10.0% |
| All | +274.0% | +165.3% | +108.7% | +93.1% |
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