+37.9%
NTR vs NTRS
+168.2%
-130.3%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -0.5% |
| 7D | -1.3% | +1.4% | -2.7% | -1.5% |
| 30D | +16.8% | -0.7% | +17.4% | +16.9% |
| 3M | +20.7% | +11.3% | +9.4% | +18.2% |
| 6M | +0.5% | +35.5% | -35.0% | -5.2% |
| YTD | +29.2% | +40.6% | -11.4% | +20.4% |
| 1Y | +39.6% | +49.2% | -9.6% | +28.4% |
| 3Y | +37.9% | +167.2% | -129.4% | +4.1% |
| All | +37.9% | +168.2% | -130.3% | +4.1% |
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