+319.5%
NTRS vs BTG
+373.5%
-54.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.1% |
| 7D | +1.4% | -3.8% | +5.1% | +1.5% |
| 30D | -0.7% | +3.6% | -4.3% | -0.8% |
| 3M | +11.3% | +32.0% | -20.7% | +10.3% |
| 6M | +35.5% | +3.4% | +32.2% | +35.0% |
| YTD | +40.6% | +20.8% | +19.8% | +39.3% |
| 1Y | +49.2% | +22.4% | +26.8% | +47.6% |
| 3Y | +167.2% | +91.7% | +75.5% | +159.8% |
| 5Y | +94.9% | +79.0% | +15.9% | +89.4% |
| 10Y | +259.5% | +152.6% | +106.9% | +244.1% |
| All | +319.5% | +373.5% | -54.0% | +290.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling