+14.4%
FIX vs NTRS
+43.5%
-29.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +3.1% | -18.2% | -17.1% |
| 7D | -18.9% | +3.6% | -22.5% | -21.0% |
| 30D | -36.3% | +4.3% | -40.6% | -38.2% |
| 3M | -38.5% | -1.9% | -36.6% | -37.6% |
| 6M | -42.3% | +11.4% | -53.7% | -46.1% |
| YTD | +17.1% | +32.3% | -15.2% | -8.6% |
| 1Y | +14.4% | +42.5% | -28.1% | -17.3% |
| All | +14.4% | +43.5% | -29.1% | -17.3% |
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