+7,139.5%
NEE vs NTRS
+7,800.3%
-660.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -0.4% |
| 7D | -1.3% | +1.4% | -2.7% | -1.6% |
| 30D | -3.3% | -0.7% | -2.7% | -3.2% |
| 3M | -2.3% | +11.3% | -13.6% | -4.4% |
| 6M | -8.9% | +35.5% | -44.4% | -14.4% |
| YTD | +4.8% | +40.6% | -35.8% | -2.6% |
| 1Y | +18.7% | +49.2% | -30.5% | +8.9% |
| 3Y | +33.2% | +167.2% | -134.0% | +7.8% |
| 5Y | +10.9% | +94.9% | -84.1% | -6.0% |
| 10Y | +251.8% | +259.5% | -7.7% | +156.1% |
| All | +7,139.5% | +7,800.3% | -660.9% | +3,036.5% |
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