+766.8%
FIX vs NTRS
+161.8%
+605.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | +3.5% | +0.9% | +2.7% | +2.9% |
| 30D | -3.5% | -1.2% | -2.3% | -2.7% |
| 3M | -11.8% | +8.8% | -20.5% | -16.7% |
| 6M | +17.8% | +34.7% | -16.9% | -4.2% |
| YTD | +73.3% | +37.2% | +36.1% | +38.2% |
| 1Y | +128.1% | +46.3% | +81.8% | +74.0% |
| All | +766.8% | +161.8% | +605.0% | +355.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling