+1,449.6%
NET vs NTRS
+133.4%
+1,316.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -7.0% | +0.4% | -7.4% | -7.1% |
| 30D | -4.8% | +1.7% | -6.5% | -5.5% |
| 3M | +3.8% | +8.9% | -5.0% | -0.3% |
| 6M | +50.0% | +30.6% | +19.5% | +31.7% |
| YTD | +41.5% | +38.7% | +2.8% | +20.6% |
| 1Y | +32.8% | +48.1% | -15.3% | +9.7% |
| 3Y | +335.9% | +165.5% | +170.4% | +175.2% |
| 5Y | +113.8% | +85.6% | +28.3% | +52.4% |
| All | +1,449.6% | +133.4% | +1,316.1% | +904.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling