+75.8%
NSC vs NTRS
+165.3%
-89.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.5% |
| 7D | -1.4% | +0.3% | -1.7% | -1.5% |
| 30D | -3.4% | +0.2% | -3.5% | -3.5% |
| 3M | +5.1% | +13.2% | -8.1% | +0.1% |
| 6M | +9.2% | +36.9% | -27.7% | -3.8% |
| YTD | +13.4% | +39.1% | -25.7% | -1.4% |
| 1Y | +20.8% | +50.4% | -29.6% | +1.2% |
| All | +75.8% | +165.3% | -89.5% | +13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling