+459.3%
NTRS vs EXEL
+268.9%
+190.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.3% |
| 7D | +0.9% | -0.3% | +1.2% | +0.9% |
| 30D | -1.2% | +10.1% | -11.4% | -2.8% |
| 3M | +8.8% | +10.1% | -1.3% | +6.9% |
| 6M | +34.7% | +37.7% | -3.0% | +27.7% |
| YTD | +37.2% | +33.1% | +4.2% | +30.6% |
| 1Y | +46.3% | +52.4% | -6.0% | +35.8% |
| 3Y | +163.2% | +163.8% | -0.6% | +120.3% |
| 5Y | +86.9% | +198.5% | -111.6% | +51.6% |
| 10Y | +250.9% | +386.9% | -136.0% | +144.4% |
| All | +459.3% | +268.9% | +190.4% | +156.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling