+140.1%
GOOGL vs NTRS
+93.2%
+46.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.4% |
| 7D | 0.0% | +1.4% | -1.4% | -0.5% |
| 30D | -1.4% | -0.7% | -0.8% | -1.2% |
| 3M | -5.3% | +11.3% | -16.6% | -9.0% |
| 6M | +9.8% | +35.5% | -25.7% | -1.9% |
| YTD | +8.4% | +40.6% | -32.2% | -4.8% |
| 1Y | +41.2% | +49.2% | -8.0% | +21.0% |
| 3Y | +149.6% | +167.2% | -17.6% | +67.5% |
| All | +140.1% | +93.2% | +46.9% | +81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling