+6.7%
NI vs NTRS
+46.5%
-39.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | +2.0% | -0.1% | +2.1% | +2.0% |
| 30D | -3.5% | +1.2% | -4.8% | -3.5% |
| 3M | -9.1% | +8.3% | -17.5% | -9.4% |
| 6M | -11.8% | +30.0% | -41.8% | -13.2% |
| YTD | +1.1% | +38.0% | -36.9% | -1.4% |
| 1Y | +6.7% | +47.4% | -40.7% | +3.3% |
| All | +6.7% | +46.5% | -39.8% | +3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling