+6,577.3%
FIX vs NTRS
+259.9%
+6,317.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.1% | +5.2% | +5.6% |
| 7D | +5.0% | +1.4% | +3.6% | +4.1% |
| 30D | -2.7% | -0.7% | -2.1% | -2.4% |
| 3M | -8.2% | +11.3% | -19.6% | -14.4% |
| 6M | +20.3% | +35.5% | -15.3% | -1.2% |
| YTD | +81.4% | +40.6% | +40.8% | +45.0% |
| 1Y | +121.5% | +49.2% | +72.3% | +70.6% |
| 3Y | +807.4% | +167.2% | +640.2% | +377.7% |
| 5Y | +2,306.7% | +94.9% | +2,211.8% | +1,385.7% |
| All | +6,577.3% | +259.9% | +6,317.4% | +2,791.7% |
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 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