-24.1%
NU vs NTRS
+43.5%
-67.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.1% | +0.1% | +1.7% |
| 7D | +0.2% | +3.6% | -3.4% | -1.5% |
| 30D | -21.0% | +4.3% | -25.3% | -22.7% |
| 3M | -16.3% | -1.9% | -14.4% | -15.7% |
| 6M | -15.3% | +11.4% | -26.8% | -20.4% |
| YTD | -28.4% | +32.3% | -60.7% | -39.7% |
| 1Y | -24.1% | +42.5% | -66.6% | -38.6% |
| All | -24.1% | +43.5% | -67.6% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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