+152.8%
NTRS vs ALC
+16.1%
+136.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.8% | +1.4% |
| 7D | +1.4% | -6.3% | +7.7% | +4.3% |
| 30D | -0.7% | -10.3% | +9.6% | +4.1% |
| 3M | +11.3% | -0.7% | +12.0% | +10.9% |
| 6M | +35.5% | -17.8% | +53.4% | +46.0% |
| YTD | +40.6% | -15.8% | +56.4% | +49.4% |
| 1Y | +49.2% | -16.7% | +65.9% | +58.8% |
| 3Y | +167.2% | -19.7% | +187.0% | +181.3% |
| 5Y | +94.9% | -19.8% | +114.7% | +99.5% |
| All | +152.8% | +16.1% | +136.6% | +96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling