+112.5%
NET vs NTRS
+85.3%
+27.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.5% | -1.6% |
| 7D | -7.0% | -0.1% | -6.9% | -6.9% |
| 30D | -4.8% | +1.2% | -6.0% | -5.6% |
| 3M | +3.8% | +8.3% | -4.5% | -2.3% |
| 6M | +50.0% | +30.0% | +20.1% | +22.1% |
| YTD | +41.5% | +38.0% | +3.4% | +9.6% |
| 1Y | +32.8% | +47.4% | -14.6% | -2.3% |
| 3Y | +335.9% | +165.5% | +170.4% | +95.0% |
| All | +112.5% | +85.3% | +27.1% | +24.9% |
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