+60.7%
NEM vs NTRS
+51.4%
+9.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | +0.1% |
| 7D | -1.0% | +1.4% | -2.4% | -1.5% |
| 30D | +7.8% | -0.7% | +8.5% | +8.0% |
| 3M | +30.2% | +11.3% | +18.9% | +25.0% |
| 6M | +9.6% | +35.5% | -25.9% | -2.7% |
| YTD | +27.8% | +40.6% | -12.8% | +12.5% |
| 1Y | +60.7% | +49.2% | +11.5% | +38.7% |
| All | +60.7% | +51.4% | +9.3% | +38.7% |
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