+2,261.2%
NDAQ vs NTRS
+629.5%
+1,631.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | -1.6% | +0.9% | -2.4% | -2.0% |
| 30D | -1.5% | -1.2% | -0.2% | -0.9% |
| 3M | +8.0% | +8.8% | -0.7% | +3.1% |
| 6M | +7.7% | +34.7% | -27.0% | -8.7% |
| YTD | -2.3% | +37.2% | -39.6% | -18.2% |
| 1Y | +0.6% | +46.3% | -45.8% | -18.8% |
| 3Y | +90.9% | +163.2% | -72.3% | +9.8% |
| 5Y | +52.5% | +86.9% | -34.5% | +0.5% |
| 10Y | +380.3% | +250.9% | +129.4% | +97.2% |
| All | +2,261.2% | +629.5% | +1,631.7% | +568.1% |
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