+1,231.7%
ES vs NTRS
+7,612.4%
-6,380.7%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | 0.0% | +0.9% | -0.9% | -0.2% |
| 30D | -1.0% | -1.2% | +0.2% | -0.8% |
| 3M | +1.5% | +8.8% | -7.3% | -0.2% |
| 6M | -3.5% | +34.7% | -38.2% | -8.7% |
| YTD | +7.0% | +37.2% | -30.3% | +0.6% |
| 1Y | +15.3% | +46.3% | -31.0% | +7.0% |
| 3Y | +30.2% | +163.2% | -133.0% | +7.8% |
| 5Y | -4.3% | +86.9% | -91.2% | -17.1% |
| 10Y | +87.5% | +250.9% | -163.4% | +41.2% |
| All | +1,231.7% | +7,612.4% | -6,380.7% | +503.8% |
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