+36.5%
NTRS vs BTG
+30.1%
+6.4%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.1% | -6.9% | -4.0% |
| 7D | -0.9% | +5.6% | -6.5% | -1.5% |
| 30D | +1.1% | +1.2% | 0.0% | +0.9% |
| 3M | -6.6% | +29.0% | -35.6% | -8.8% |
| 6M | +7.1% | +25.4% | -18.3% | +4.2% |
| YTD | +27.4% | +18.3% | +9.0% | +21.8% |
| 1Y | +36.5% | +32.4% | +4.1% | +27.4% |
| All | +36.5% | +30.1% | +6.4% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 1y: compounded portfolio wealth divided by compounded BTG 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…
1y analysis · Full analysis span regression · 6 months rolling