+5,524.7%
IT vs NTRS
+3,353.2%
+2,171.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.8% | 0.0% |
| 7D | -12.7% | +0.3% | -13.0% | -12.8% |
| 30D | -8.9% | +0.2% | -9.0% | -9.0% |
| 3M | +10.1% | +13.2% | -3.1% | +4.2% |
| 6M | +7.3% | +36.9% | -29.7% | -6.7% |
| YTD | -32.4% | +39.1% | -71.5% | -41.6% |
| 1Y | -26.6% | +50.4% | -77.1% | -38.7% |
| 3Y | -51.8% | +166.8% | -218.6% | -68.8% |
| 5Y | -45.6% | +92.9% | -138.5% | -60.8% |
| 10Y | +92.4% | +255.7% | -163.3% | +3.2% |
| All | +5,524.7% | +3,353.2% | +2,171.5% | +976.8% |
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