+78.8%
ES vs NTRS
+259.9%
-181.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.7% | -0.9% |
| 7D | -3.6% | +1.4% | -4.9% | -3.9% |
| 30D | -4.2% | -0.7% | -3.6% | -4.1% |
| 3M | +0.1% | +11.3% | -11.2% | -2.4% |
| 6M | -6.2% | +35.5% | -41.8% | -12.7% |
| YTD | +4.1% | +40.6% | -36.5% | -4.3% |
| 1Y | +10.2% | +49.2% | -39.1% | -0.3% |
| 3Y | +26.1% | +167.2% | -141.1% | -2.1% |
| 5Y | -5.3% | +94.9% | -100.3% | -22.7% |
| All | +78.8% | +259.9% | -181.1% | +32.0% |
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