+79.0%
NTRS vs ADVB
-96.8%
+175.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -23.6% | +23.9% | +0.2% |
| 7D | +3.2% | +27.8% | -24.6% | +3.3% |
| 30D | +9.6% | -50.8% | +60.4% | +9.3% |
| 3M | -6.0% | -70.5% | +64.5% | -6.4% |
| 6M | +10.4% | -46.7% | +57.1% | +9.7% |
| YTD | +32.5% | -56.7% | +89.1% | +31.4% |
| 1Y | +41.2% | -71.8% | +113.0% | +41.1% |
| All | +79.0% | -96.8% | +175.9% | +97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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