+476.4%
NTRS vs FIVE
+875.3%
-399.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.7% | -1.1% |
| 7D | +1.7% | +3.7% | -2.0% | +0.8% |
| 30D | +0.1% | +4.0% | -3.8% | -0.9% |
| 3M | +9.8% | +36.2% | -26.4% | +1.9% |
| 6M | +34.7% | +18.0% | +16.6% | +27.8% |
| YTD | +37.4% | +34.9% | +2.5% | +26.3% |
| 1Y | +48.2% | +67.9% | -19.8% | +28.8% |
| 3Y | +163.5% | +57.3% | +106.2% | +118.7% |
| 5Y | +88.2% | +39.5% | +48.7% | +56.1% |
| 10Y | +246.8% | +496.4% | -249.6% | +109.9% |
| All | +476.4% | +875.3% | -399.0% | +224.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling