+411.6%
M vs NTRS
+4,414.8%
-4,003.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.1% |
| 7D | +2.4% | +1.7% | +0.7% | +1.4% |
| 30D | -11.6% | +0.1% | -11.8% | -11.8% |
| 3M | +1.6% | +9.8% | -8.2% | -3.9% |
| 6M | +25.2% | +34.7% | -9.4% | +5.3% |
| YTD | +3.8% | +37.4% | -33.6% | -14.1% |
| 1Y | +36.3% | +48.2% | -11.8% | +8.1% |
| 3Y | +116.3% | +163.5% | -47.2% | +22.4% |
| 5Y | +28.2% | +88.2% | -60.0% | -12.5% |
| 10Y | -3.4% | +246.8% | -250.2% | -49.9% |
| All | +411.6% | +4,414.8% | -4,003.2% | +22.8% |
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