+167.2%
NTRS vs RVTY
+17.0%
+150.2%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.7% | +0.3% |
| 7D | +1.4% | -4.5% | +5.9% | +2.6% |
| 30D | -0.7% | +5.5% | -6.1% | -2.2% |
| 3M | +11.3% | +22.5% | -11.2% | +4.7% |
| 6M | +35.5% | +38.9% | -3.4% | +22.1% |
| YTD | +40.6% | +28.7% | +11.8% | +29.1% |
| 1Y | +49.2% | +45.5% | +3.7% | +31.5% |
| 3Y | +167.2% | +16.4% | +150.9% | +146.4% |
| All | +167.2% | +17.0% | +150.2% | +146.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 3y: compounded portfolio wealth divided by compounded RVTY 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…
3y analysis · Full analysis span regression · 6 months rolling