+11,601.2%
COST vs NTRS
+7,800.3%
+3,800.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.1% |
| 7D | -1.2% | +1.4% | -2.6% | -1.6% |
| 30D | -4.7% | -0.7% | -4.1% | -4.5% |
| 3M | -7.1% | +11.3% | -18.4% | -10.3% |
| 6M | -8.5% | +35.5% | -44.1% | -17.0% |
| YTD | +5.4% | +40.6% | -35.2% | -5.8% |
| 1Y | -5.6% | +49.2% | -54.8% | -17.4% |
| 3Y | +68.5% | +167.2% | -98.7% | +20.7% |
| 5Y | +105.2% | +94.9% | +10.3% | +58.1% |
| 10Y | +610.7% | +259.5% | +351.2% | +320.3% |
| All | +11,601.2% | +7,800.3% | +3,800.9% | +2,066.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling