+24.0%
NET vs NTRS
+61.0%
-37.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -3.7% | -4.6% | -5.6% |
| 7D | -21.2% | -0.9% | -20.3% | -20.6% |
| 30D | -31.1% | +1.1% | -32.3% | -31.5% |
| 3M | -16.5% | -6.6% | -9.9% | -12.5% |
| 6M | 0.0% | +7.1% | -7.0% | -5.6% |
| YTD | +24.0% | +27.4% | -3.3% | +1.3% |
| 1Y | +7.0% | +36.5% | -29.5% | -17.3% |
| 3Y | +279.6% | +161.5% | +118.0% | +68.5% |
| 5Y | +24.0% | +60.8% | -36.9% | -21.1% |
| All | +24.0% | +61.0% | -37.0% | -21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling