+584.7%
F vs NTRS
+7,620.4%
-7,035.7%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.3% | -3.8% |
| 7D | +1.2% | +1.7% | -0.5% | +0.4% |
| 30D | +1.2% | +0.1% | +1.1% | +1.1% |
| 3M | -5.7% | +9.8% | -15.5% | -10.1% |
| 6M | +17.9% | +34.7% | -16.7% | +1.6% |
| YTD | +10.4% | +37.4% | -27.0% | -6.1% |
| 1Y | +25.3% | +48.2% | -22.8% | +2.6% |
| 3Y | +37.5% | +163.5% | -126.0% | -15.9% |
| 5Y | +46.5% | +88.2% | -41.7% | +4.4% |
| 10Y | +86.4% | +246.8% | -160.5% | -2.1% |
| All | +584.7% | +7,620.4% | -7,035.7% | +26.7% |
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