+1,258.4%
NET vs NTRS
+114.4%
+1,144.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -3.7% | -4.6% | -6.5% |
| 7D | -21.2% | -0.9% | -20.3% | -20.8% |
| 30D | -31.1% | +1.1% | -32.3% | -31.4% |
| 3M | -16.5% | -6.6% | -9.9% | -13.9% |
| 6M | 0.0% | +7.1% | -7.0% | -3.4% |
| YTD | +24.0% | +27.4% | -3.3% | +9.8% |
| 1Y | +7.0% | +36.5% | -29.5% | -8.3% |
| 3Y | +279.6% | +161.5% | +118.0% | +142.0% |
| 5Y | +24.0% | +60.8% | -36.9% | -7.4% |
| All | +1,258.4% | +114.4% | +1,144.0% | +815.2% |
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