+439.9%
NTRS vs BUD
+191.0%
+248.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | +0.3% | -3.2% | +3.5% | +1.8% |
| 30D | +0.2% | -3.7% | +3.8% | +1.7% |
| 3M | +13.2% | -4.4% | +17.7% | +15.0% |
| 6M | +36.9% | +7.7% | +29.2% | +30.9% |
| YTD | +39.1% | +23.1% | +16.1% | +24.5% |
| 1Y | +50.4% | +33.6% | +16.8% | +29.3% |
| 3Y | +166.8% | +44.7% | +122.1% | +114.6% |
| 5Y | +92.9% | +44.9% | +47.9% | +52.9% |
| 10Y | +255.7% | -23.1% | +278.8% | +246.0% |
| All | +439.9% | +191.0% | +248.9% | +189.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling