+6,161.3%
EFX vs NTRS
+7,800.3%
-1,639.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.2% |
| 7D | -4.5% | +1.4% | -5.9% | -5.0% |
| 30D | -6.1% | -0.7% | -5.4% | -5.9% |
| 3M | +6.2% | +11.3% | -5.1% | +1.7% |
| 6M | -11.2% | +35.5% | -46.7% | -21.3% |
| YTD | -21.4% | +40.6% | -62.0% | -31.4% |
| 1Y | -34.3% | +49.2% | -83.5% | -44.1% |
| 3Y | -12.5% | +167.2% | -179.7% | -40.7% |
| 5Y | -35.6% | +94.9% | -130.5% | -51.7% |
| 10Y | +41.8% | +259.5% | -217.7% | -19.5% |
| All | +6,161.3% | +7,800.3% | -1,639.1% | +1,180.4% |
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