+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 all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.5% | -1.8% |
| 7D | -7.0% | -0.1% | -6.9% | -6.9% |
| 30D | -4.8% | +1.2% | -6.0% | -5.3% |
| 3M | +3.8% | +8.3% | -4.5% | -0.1% |
| 6M | +50.0% | +30.0% | +20.1% | +31.9% |
| YTD | +41.5% | +38.0% | +3.4% | +20.8% |
| 1Y | +32.8% | +47.4% | -14.6% | +10.0% |
| 3Y | +335.9% | +165.5% | +170.4% | +175.2% |
| 5Y | +113.8% | +85.6% | +28.3% | +52.5% |
| All | +1,449.6% | +133.4% | +1,316.1% | +904.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling