+255.5%
NTRS vs EXEL
+375.2%
-119.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.3% | +1.4% |
| 7D | +1.4% | -4.9% | +6.3% | +2.2% |
| 30D | -0.7% | +11.4% | -12.0% | -2.5% |
| 3M | +11.3% | +4.9% | +6.4% | +10.1% |
| 6M | +35.5% | +34.4% | +1.1% | +28.4% |
| YTD | +40.6% | +28.0% | +12.6% | +34.0% |
| 1Y | +49.2% | +43.6% | +5.6% | +38.9% |
| 3Y | +167.2% | +155.2% | +12.0% | +119.9% |
| 5Y | +94.9% | +181.2% | -86.2% | +55.1% |
| All | +255.5% | +375.2% | -119.7% | +159.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling