+10,769.8%
EAT vs NTRS
+7,716.8%
+3,053.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.6% | -0.9% |
| 7D | -6.2% | +0.3% | -6.5% | -6.3% |
| 30D | -3.0% | +0.2% | -3.2% | -3.0% |
| 3M | +45.6% | +13.2% | +32.4% | +37.7% |
| 6M | +53.5% | +36.9% | +16.6% | +32.9% |
| YTD | +49.6% | +39.1% | +10.5% | +28.5% |
| 1Y | +38.9% | +50.4% | -11.5% | +15.0% |
| 3Y | +589.7% | +166.8% | +422.9% | +337.8% |
| 5Y | +318.7% | +92.9% | +225.8% | +203.0% |
| 10Y | +380.1% | +255.7% | +124.4% | +184.0% |
| All | +10,769.8% | +7,716.8% | +3,053.0% | +2,109.2% |
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