+534.1%
NTRS vs EFV
+255.9%
+278.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | 0.0% |
| 7D | +1.4% | -0.8% | +2.2% | +2.2% |
| 30D | -0.7% | +0.6% | -1.3% | -1.3% |
| 3M | +11.3% | +7.5% | +3.8% | +3.4% |
| 6M | +35.5% | +13.0% | +22.5% | +19.2% |
| YTD | +40.6% | +18.3% | +22.3% | +18.0% |
| 1Y | +49.2% | +26.7% | +22.5% | +16.8% |
| 3Y | +167.2% | +89.6% | +77.7% | +38.3% |
| 5Y | +94.9% | +98.2% | -3.3% | -2.4% |
| 10Y | +259.5% | +167.4% | +92.1% | +37.5% |
| All | +534.1% | +255.9% | +278.1% | +107.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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