+13,508.9%
GOOGL vs NTRS
+658.1%
+12,850.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.2% |
| 6M | +9.8% | +35.5% | -25.7% | -2.5% |
| YTD | +8.4% | +40.6% | -32.2% | -5.4% |
| 1Y | +41.2% | +49.2% | -8.0% | +20.2% |
| 3Y | +149.6% | +167.2% | -17.6% | +66.3% |
| 5Y | +142.6% | +94.9% | +47.6% | +78.5% |
| 10Y | +766.8% | +259.5% | +507.3% | +377.9% |
| All | +13,508.9% | +658.1% | +12,850.9% | +5,682.8% |
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