+2,343.9%
EXC vs NTRS
+7,612.4%
-5,268.5%
-62.3%
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% | -0.5% |
| 7D | +0.3% | +0.9% | -0.5% | +0.1% |
| 30D | -0.9% | -1.2% | +0.4% | -0.6% |
| 3M | -2.7% | +8.8% | -11.4% | -4.7% |
| 6M | -9.4% | +34.7% | -44.1% | -15.6% |
| YTD | +3.0% | +37.2% | -34.2% | -4.8% |
| 1Y | +5.1% | +46.3% | -41.2% | -4.5% |
| 3Y | +20.6% | +163.2% | -142.6% | -6.0% |
| 5Y | +45.7% | +86.9% | -41.2% | +20.5% |
| 10Y | +160.8% | +250.9% | -90.1% | +82.3% |
| All | +2,343.9% | +7,612.4% | -5,268.5% | +898.5% |
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