-4.0%
M vs NTRS
+259.9%
-264.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.1% | +6.6% | +6.8% |
| 7D | -4.2% | +1.4% | -5.6% | -5.3% |
| 30D | -7.2% | -0.7% | -6.5% | -6.8% |
| 3M | -11.1% | +11.3% | -22.5% | -19.0% |
| 6M | +28.8% | +35.5% | -6.7% | -0.6% |
| YTD | +2.0% | +40.6% | -38.6% | -24.3% |
| 1Y | +31.3% | +49.2% | -18.0% | -7.5% |
| 3Y | +119.1% | +167.2% | -48.1% | -9.5% |
| 5Y | +29.7% | +94.9% | -65.3% | -31.0% |
| All | -4.0% | +259.9% | -264.0% | -66.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling