+255.5%
NTRS vs FIVE
+491.7%
-236.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.7% |
| 7D | +1.4% | -3.0% | +4.4% | +2.1% |
| 30D | -0.7% | +2.7% | -3.4% | -1.5% |
| 3M | +11.3% | +21.1% | -9.8% | +5.4% |
| 6M | +35.5% | +11.9% | +23.6% | +29.5% |
| YTD | +40.6% | +29.9% | +10.7% | +28.9% |
| 1Y | +49.2% | +67.8% | -18.6% | +27.2% |
| 3Y | +167.2% | +52.8% | +114.4% | +117.8% |
| 5Y | +94.9% | +31.3% | +63.6% | +59.9% |
| All | +255.5% | +491.7% | -236.2% | +98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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