+12.7%
EW vs NTRS
+168.2%
-155.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -3.8% | -3.0% |
| 7D | -6.2% | +1.4% | -7.5% | -6.4% |
| 30D | -9.3% | -0.7% | -8.7% | -9.3% |
| 3M | -1.6% | +11.3% | -12.9% | -3.6% |
| 6M | -0.8% | +35.5% | -36.4% | -6.6% |
| YTD | -1.0% | +40.6% | -41.6% | -7.7% |
| 1Y | +8.2% | +49.2% | -41.1% | -0.4% |
| 3Y | +12.7% | +167.2% | -154.5% | -6.0% |
| All | +12.7% | +168.2% | -155.5% | -6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling