+2,627.8%
NOW vs NTRS
+491.5%
+2,136.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.9% | -4.1% | -4.6% |
| 7D | -6.1% | +1.7% | -7.8% | -6.7% |
| 30D | +7.5% | +0.1% | +7.3% | +7.2% |
| 3M | +17.5% | +9.8% | +7.7% | +12.2% |
| 6M | +7.9% | +34.7% | -26.7% | -6.4% |
| YTD | -12.4% | +37.4% | -49.8% | -25.1% |
| 1Y | -28.6% | +48.2% | -76.7% | -41.2% |
| 3Y | +11.8% | +163.5% | -151.7% | -30.5% |
| 5Y | +2.6% | +88.2% | -85.6% | -27.2% |
| 10Y | +790.0% | +246.8% | +543.1% | +290.5% |
| All | +2,627.8% | +491.5% | +2,136.3% | +799.3% |
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 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