+121.5%
FIX vs NTRS
+51.4%
+70.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.1% | +5.2% | +5.5% |
| 7D | +5.0% | +1.4% | +3.6% | +4.0% |
| 30D | -2.7% | -0.7% | -2.1% | -2.3% |
| 3M | -8.2% | +11.3% | -19.6% | -14.9% |
| 6M | +20.3% | +35.5% | -15.3% | -3.2% |
| YTD | +81.4% | +40.6% | +40.8% | +39.1% |
| 1Y | +121.5% | +49.2% | +72.3% | +61.9% |
| All | +121.5% | +51.4% | +70.1% | +61.9% |
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