+92.9%
NTRS vs BUD
+44.8%
+48.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.3% | +0.8% |
| 7D | +1.4% | -2.6% | +4.0% | +2.4% |
| 30D | -0.7% | -1.2% | +0.6% | -0.3% |
| 3M | +11.3% | -4.9% | +16.2% | +13.0% |
| 6M | +35.5% | +9.3% | +26.3% | +29.6% |
| YTD | +40.6% | +24.0% | +16.6% | +26.8% |
| 1Y | +49.2% | +34.5% | +14.7% | +29.6% |
| 3Y | +167.2% | +43.7% | +123.6% | +116.3% |
| All | +92.9% | +44.8% | +48.2% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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