-28.7%
COMP vs NTRS
+88.7%
-117.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | +0.8% | +0.9% | 0.0% | +0.1% |
| 30D | -13.9% | -1.2% | -12.6% | -13.0% |
| 3M | +30.7% | +8.8% | +22.0% | +20.8% |
| 6M | +18.7% | +34.7% | -16.0% | -9.8% |
| YTD | +1.0% | +37.2% | -36.2% | -24.6% |
| 1Y | +15.1% | +46.3% | -31.3% | -19.6% |
| 3Y | +219.8% | +163.2% | +56.5% | +15.4% |
| 5Y | -28.7% | +86.9% | -115.6% | -65.3% |
| All | -28.7% | +88.7% | -117.3% | -65.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling