+103.4%
M vs NTRS
+165.3%
-61.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.4% | -6.0% | -5.5% |
| 7D | -8.8% | +0.3% | -9.1% | -9.0% |
| 30D | -16.4% | +0.2% | -16.6% | -16.6% |
| 3M | -10.8% | +13.2% | -24.0% | -17.6% |
| 6M | +16.1% | +36.9% | -20.8% | -4.9% |
| YTD | -5.3% | +39.1% | -44.4% | -23.6% |
| 1Y | +24.9% | +50.4% | -25.6% | -4.4% |
| All | +103.4% | +165.3% | -61.9% | +0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling