-3.5%
IR vs NTRS
+47.2%
-50.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.3% |
| 7D | -2.8% | +0.4% | -3.2% | -3.0% |
| 30D | -15.1% | +1.7% | -16.8% | -15.8% |
| 3M | +6.1% | +8.9% | -2.8% | +1.1% |
| 6M | -16.8% | +30.6% | -47.4% | -28.2% |
| YTD | -3.5% | +38.7% | -42.2% | -19.8% |
| 1Y | -3.5% | +48.1% | -51.6% | -21.7% |
| All | -3.5% | +47.2% | -50.7% | -21.7% |
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