+140.2%
NI vs NTRS
+259.9%
-119.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.3% |
| 7D | 0.0% | +1.4% | -1.3% | -0.3% |
| 30D | -1.4% | -0.7% | -0.7% | -1.2% |
| 3M | -10.6% | +11.3% | -21.9% | -13.4% |
| 6M | -9.3% | +35.5% | -44.9% | -17.1% |
| YTD | +1.1% | +40.6% | -39.5% | -8.8% |
| 1Y | +3.4% | +49.2% | -45.8% | -8.5% |
| 3Y | +67.9% | +167.2% | -99.4% | +23.2% |
| 5Y | +98.0% | +94.9% | +3.0% | +55.2% |
| All | +140.2% | +259.9% | -119.8% | +62.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling