+49.5%
EQT vs NTRS
+256.1%
-206.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.7% | -0.1% |
| 7D | -1.2% | +0.3% | -1.5% | -1.3% |
| 30D | +1.1% | +0.2% | +0.9% | +0.9% |
| 3M | +4.8% | +13.2% | -8.4% | -2.5% |
| 6M | -10.6% | +36.9% | -47.5% | -25.4% |
| YTD | +3.4% | +39.1% | -35.7% | -15.2% |
| 1Y | +8.7% | +50.4% | -41.8% | -15.0% |
| 3Y | +35.0% | +166.8% | -131.8% | -26.9% |
| 5Y | +204.2% | +92.9% | +111.4% | +92.7% |
| All | +49.5% | +256.1% | -206.6% | -41.6% |
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