+92.9%
NTRS vs ARWR
+29.9%
+63.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +1.4% | -4.0% | +5.4% | +1.9% |
| 30D | -0.7% | -5.0% | +4.4% | -0.1% |
| 3M | +11.3% | +11.3% | 0.0% | +9.2% |
| 6M | +35.5% | +42.6% | -7.1% | +28.3% |
| YTD | +40.6% | +24.8% | +15.8% | +35.1% |
| 1Y | +49.2% | +178.8% | -129.6% | +27.8% |
| 3Y | +167.2% | +183.3% | -16.1% | +112.9% |
| All | +92.9% | +29.9% | +63.0% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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