+167.2%
NTRS vs USFR
+14.1%
+153.1%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +1.4% | +0.1% | +1.2% | +1.4% |
| 30D | -0.7% | +0.4% | -1.0% | -0.6% |
| 3M | +11.3% | +1.0% | +10.3% | +11.4% |
| 6M | +35.5% | +2.0% | +33.5% | +35.2% |
| YTD | +40.6% | +2.8% | +37.8% | +38.8% |
| 1Y | +49.2% | +4.1% | +45.1% | +44.2% |
| 3Y | +167.2% | +14.1% | +153.1% | +150.8% |
| All | +167.2% | +14.1% | +153.1% | +150.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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