+86.4%
F vs NTRS
+259.9%
-173.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.4% | 0.0% |
| 7D | -4.4% | +1.4% | -5.8% | -5.2% |
| 30D | +1.0% | -0.7% | +1.7% | +1.3% |
| 3M | -4.0% | +11.3% | -15.3% | -10.3% |
| 6M | +18.1% | +35.5% | -17.5% | -2.5% |
| YTD | +10.2% | +40.6% | -30.4% | -11.5% |
| 1Y | +24.3% | +49.2% | -24.9% | -4.0% |
| 3Y | +38.1% | +167.2% | -129.2% | -27.7% |
| 5Y | +50.2% | +94.9% | -44.7% | -5.4% |
| All | +86.4% | +259.9% | -173.5% | -21.5% |
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 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