+322.4%
NET vs NTRS
+172.2%
+150.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.1% | -5.7% | -4.4% |
| 7D | -16.4% | +3.6% | -19.9% | -18.1% |
| 30D | -25.8% | +4.3% | -30.2% | -27.6% |
| 3M | -11.5% | -1.9% | -9.6% | -10.9% |
| 6M | +18.9% | +11.4% | +7.5% | +10.4% |
| YTD | +35.2% | +32.3% | +2.9% | +11.1% |
| 1Y | +14.5% | +42.5% | -28.1% | -10.7% |
| All | +322.4% | +172.2% | +150.2% | +74.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling