+34.1%
D vs NTRS
+259.9%
-225.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.1% | -1.3% |
| 7D | -2.2% | +1.4% | -3.6% | -2.6% |
| 30D | -4.5% | -0.7% | -3.8% | -4.3% |
| 3M | -2.5% | +11.3% | -13.8% | -5.2% |
| 6M | +5.5% | +35.5% | -30.0% | -2.5% |
| YTD | +13.3% | +40.6% | -27.3% | +3.3% |
| 1Y | +11.8% | +49.2% | -37.4% | +0.2% |
| 3Y | +56.7% | +167.2% | -110.5% | +18.7% |
| 5Y | +4.3% | +94.9% | -90.7% | -16.4% |
| All | +34.1% | +259.9% | -225.9% | -4.1% |
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 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