+34,147.2%
LOW vs NTRS
+7,800.3%
+26,346.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.3% |
| 7D | -3.7% | +1.4% | -5.1% | -4.3% |
| 30D | -8.9% | -0.7% | -8.2% | -8.7% |
| 3M | -10.4% | +11.3% | -21.7% | -14.7% |
| 6M | -19.4% | +35.5% | -54.9% | -29.5% |
| YTD | -17.1% | +40.6% | -57.7% | -29.0% |
| 1Y | -26.3% | +49.2% | -75.5% | -38.6% |
| 3Y | -9.9% | +167.2% | -177.1% | -42.4% |
| 5Y | +6.1% | +94.9% | -88.8% | -24.5% |
| 10Y | +230.8% | +259.5% | -28.6% | +75.2% |
| All | +34,147.2% | +7,800.3% | +26,346.9% | +4,782.7% |
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 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