-49.3%
COMP vs NTRS
+100.5%
-149.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.4% |
| 7D | 0.0% | +3.2% | -3.2% | -2.6% |
| 30D | +16.6% | +9.6% | +7.0% | +8.3% |
| 3M | -23.5% | -6.0% | -17.5% | -19.2% |
| 6M | +25.7% | +10.4% | +15.3% | +15.6% |
| YTD | -3.4% | +32.5% | -35.9% | -24.3% |
| 1Y | +7.6% | +41.2% | -33.6% | -20.5% |
| 3Y | +423.6% | +173.4% | +250.2% | +96.8% |
| 5Y | -10.6% | +65.0% | -75.6% | -50.7% |
| All | -49.3% | +100.5% | -149.9% | -71.9% |
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