+12,769.2%
FIX vs NTRS
+1,242.9%
+11,526.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.8% |
| 7D | +6.1% | +1.7% | +4.4% | +5.2% |
| 30D | -2.7% | +0.1% | -2.8% | -2.8% |
| 3M | -10.9% | +9.8% | -20.8% | -14.7% |
| 6M | +29.0% | +34.7% | -5.7% | +12.4% |
| YTD | +76.9% | +37.4% | +39.5% | +52.3% |
| 1Y | +130.7% | +48.2% | +82.6% | +92.0% |
| 3Y | +790.7% | +163.5% | +627.2% | +468.4% |
| 5Y | +2,185.6% | +88.2% | +2,097.3% | +1,557.2% |
| 10Y | +5,993.3% | +246.8% | +5,746.5% | +3,282.6% |
| All | +12,769.2% | +1,242.9% | +11,526.2% | +3,625.2% |
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