+2.9%
NBIS vs NTRS
+37.4%
-34.5%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.9% | -3.7% | -11.2% | -10.3% |
| 7D | -30.0% | -0.9% | -29.1% | -28.8% |
| 30D | -51.8% | +1.1% | -53.0% | -52.1% |
| 3M | -45.0% | -6.6% | -38.4% | -39.5% |
| 6M | -31.6% | +7.1% | -38.6% | -34.3% |
| YTD | +43.8% | +27.4% | +16.4% | +8.8% |
| 1Y | +2.9% | +36.5% | -33.7% | -26.9% |
| All | +2.9% | +37.4% | -34.5% | -26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling