+49.2%
NTRS vs FIVE
+66.5%
-17.3%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.9% |
| 7D | +1.4% | -3.0% | +4.4% | +1.7% |
| 30D | -0.7% | +2.7% | -3.4% | -1.0% |
| 3M | +11.3% | +21.1% | -9.8% | +9.2% |
| 6M | +35.5% | +11.9% | +23.6% | +32.4% |
| YTD | +40.6% | +29.9% | +10.7% | +32.1% |
| 1Y | +49.2% | +67.8% | -18.6% | +31.9% |
| All | +49.2% | +66.5% | -17.3% | +31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling