+41.5%
NU vs NTRS
+85.2%
-43.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.7% | -3.2% |
| 7D | -4.9% | +1.4% | -6.3% | -5.6% |
| 30D | +7.8% | -0.7% | +8.5% | +8.1% |
| 3M | +20.9% | +11.3% | +9.6% | +14.3% |
| 6M | +0.9% | +35.5% | -34.6% | -14.0% |
| YTD | -12.7% | +40.6% | -53.3% | -27.1% |
| 1Y | -6.4% | +49.2% | -55.6% | -24.4% |
| 3Y | +98.1% | +167.2% | -69.1% | +14.3% |
| All | +41.5% | +85.2% | -43.7% | -3.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling