+35.8%
IR vs NTRS
+93.2%
-57.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.8% |
| 7D | -4.5% | +1.4% | -5.9% | -5.2% |
| 30D | -13.9% | -0.7% | -13.3% | -13.7% |
| 3M | -0.3% | +11.3% | -11.7% | -6.2% |
| 6M | -14.3% | +35.5% | -49.9% | -27.5% |
| YTD | -7.9% | +40.6% | -48.5% | -23.8% |
| 1Y | -9.9% | +49.2% | -59.1% | -27.9% |
| 3Y | +6.5% | +167.2% | -160.7% | -38.1% |
| All | +35.8% | +93.2% | -57.4% | -8.9% |
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