+1,462.5%
EL vs NTRS
+2,793.5%
-1,331.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -2.8% |
| 7D | -4.4% | +0.3% | -4.7% | -4.5% |
| 30D | +10.3% | +0.2% | +10.1% | +10.1% |
| 3M | +13.4% | +13.2% | +0.2% | +8.5% |
| 6M | +3.1% | +36.9% | -33.9% | -7.8% |
| YTD | -6.9% | +39.1% | -46.0% | -17.2% |
| 1Y | +11.9% | +50.4% | -38.5% | -3.1% |
| 3Y | -33.8% | +166.8% | -200.6% | -52.6% |
| 5Y | -69.0% | +92.9% | -161.8% | -75.6% |
| 10Y | +25.3% | +255.7% | -230.4% | -20.3% |
| All | +1,462.5% | +2,793.5% | -1,331.0% | +384.7% |
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