+789.1%
NOW vs NTRS
+259.9%
+529.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | 0.0% | +0.6% |
| 7D | -6.2% | +1.4% | -7.6% | -6.7% |
| 30D | +6.1% | -0.7% | +6.7% | +6.2% |
| 3M | +28.6% | +11.3% | +17.2% | +23.0% |
| 6M | +14.6% | +35.5% | -20.9% | +1.0% |
| YTD | -13.5% | +40.6% | -54.1% | -25.2% |
| 1Y | -29.4% | +49.2% | -78.6% | -40.5% |
| 3Y | +9.4% | +167.2% | -157.9% | -27.9% |
| 5Y | +2.3% | +94.9% | -92.7% | -25.1% |
| All | +789.1% | +259.9% | +529.2% | +375.4% |
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