+155.8%
EXC vs NTRS
+259.9%
-104.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.8% |
| 7D | -1.1% | +1.4% | -2.5% | -1.5% |
| 30D | -3.6% | -0.7% | -3.0% | -3.5% |
| 3M | -4.3% | +11.3% | -15.6% | -7.2% |
| 6M | -9.9% | +35.5% | -45.5% | -17.6% |
| YTD | +1.8% | +40.6% | -38.8% | -8.3% |
| 1Y | +2.9% | +49.2% | -46.3% | -9.1% |
| 3Y | +19.1% | +167.2% | -148.1% | -14.5% |
| 5Y | +44.8% | +94.9% | -50.1% | +12.0% |
| All | +155.8% | +259.9% | -104.1% | +66.4% |
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