+1.2%
NOW vs NTRS
+88.8%
-87.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.3% | -0.6% |
| 7D | -9.9% | +0.3% | -10.2% | -10.0% |
| 30D | +2.8% | +0.2% | +2.7% | +2.6% |
| 3M | +23.7% | +13.2% | +10.5% | +16.3% |
| 6M | +12.5% | +36.9% | -24.5% | -3.9% |
| YTD | -14.4% | +39.1% | -53.5% | -27.8% |
| 1Y | -29.0% | +50.4% | -79.4% | -42.7% |
| 3Y | +9.3% | +166.8% | -157.5% | -35.5% |
| 5Y | +1.2% | +92.9% | -91.7% | -29.4% |
| All | +1.2% | +88.8% | -87.5% | -29.4% |
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 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