+379.9%
CSCO vs NTRS
+259.9%
+120.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.1% | +3.3% | +3.9% |
| 7D | +2.7% | +1.4% | +1.3% | +2.1% |
| 30D | -9.5% | -0.7% | -8.8% | -9.3% |
| 3M | -7.6% | +11.3% | -18.9% | -11.9% |
| 6M | +44.9% | +35.5% | +9.4% | +27.0% |
| YTD | +47.7% | +40.6% | +7.1% | +27.2% |
| 1Y | +69.1% | +49.2% | +19.9% | +41.5% |
| 3Y | +113.5% | +167.2% | -53.7% | +36.1% |
| 5Y | +122.8% | +94.9% | +27.8% | +58.0% |
| All | +379.9% | +259.9% | +120.0% | +152.3% |
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 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