+90.0%
NTRS vs ADVB
-89.8%
+179.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -7.5% | +8.5% | +1.0% |
| 7D | +1.4% | -12.3% | +13.6% | +1.3% |
| 30D | -0.7% | +7.8% | -8.4% | -0.6% |
| 3M | +11.3% | +104.2% | -92.9% | +10.9% |
| 6M | +35.5% | +58.1% | -22.6% | +34.7% |
| YTD | +40.6% | +40.2% | +0.4% | +40.0% |
| 1Y | +49.2% | -16.1% | +65.3% | +49.5% |
| All | +90.0% | -89.8% | +179.8% | +111.0% |
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