+72.7%
NEM vs NTRS
+46.5%
+26.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.6% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | +23.1% | +1.2% | +21.9% | +22.4% |
| 3M | +18.5% | +8.3% | +10.1% | +15.0% |
| 6M | +7.8% | +30.0% | -22.2% | -2.2% |
| YTD | +29.1% | +38.0% | -8.9% | +15.3% |
| 1Y | +72.7% | +47.4% | +25.3% | +52.4% |
| All | +72.7% | +46.5% | +26.2% | +52.4% |
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