+6,167.6%
EW vs NTRS
+390.5%
+5,777.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -5.1% | +0.9% | -6.0% | -5.3% |
| 30D | -6.4% | -1.2% | -5.1% | -6.1% |
| 3M | -1.6% | +8.8% | -10.3% | -3.9% |
| 6M | +2.3% | +34.7% | -32.4% | -5.7% |
| YTD | +1.1% | +37.2% | -36.2% | -7.5% |
| 1Y | +8.0% | +46.3% | -38.3% | -2.9% |
| 3Y | +16.3% | +163.2% | -146.9% | -11.9% |
| 5Y | -29.4% | +86.9% | -116.3% | -42.4% |
| 10Y | +125.6% | +250.9% | -125.3% | +53.7% |
| All | +6,167.6% | +390.5% | +5,777.1% | +3,439.3% |
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