+7,780.6%
NTRS vs RVTY
+2,237.3%
+5,543.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +2.0% |
| 7D | +0.3% | -7.4% | +7.8% | +2.6% |
| 30D | +0.2% | +4.5% | -4.3% | -1.3% |
| 3M | +13.2% | +19.5% | -6.3% | +6.8% |
| 6M | +36.9% | +34.1% | +2.8% | +24.1% |
| YTD | +39.1% | +25.3% | +13.9% | +28.2% |
| 1Y | +50.4% | +47.0% | +3.4% | +31.7% |
| 3Y | +166.8% | +14.1% | +152.7% | +145.5% |
| 5Y | +92.9% | -34.6% | +127.4% | +105.7% |
| 10Y | +255.7% | +136.0% | +119.7% | +157.0% |
| All | +7,780.6% | +2,237.3% | +5,543.3% | +3,077.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling