+31.0%
F vs NTRS
+46.5%
-15.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +5.3% | -0.1% | +5.4% | +5.4% |
| 30D | +4.6% | +1.2% | +3.4% | +4.0% |
| 3M | -3.7% | +8.3% | -12.0% | -6.9% |
| 6M | +16.8% | +30.0% | -13.2% | +4.2% |
| YTD | +15.3% | +38.0% | -22.7% | -0.4% |
| 1Y | +31.0% | +47.4% | -16.4% | +9.1% |
| All | +31.0% | +46.5% | -15.5% | +9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling