+22.7%
NXT vs NTRS
+46.5%
-23.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.5% |
| 7D | -1.1% | -0.1% | -1.0% | -1.1% |
| 30D | -15.3% | +1.2% | -16.6% | -16.2% |
| 3M | -43.8% | +8.3% | -52.1% | -46.6% |
| 6M | -18.7% | +30.0% | -48.6% | -32.9% |
| YTD | -3.0% | +38.0% | -41.0% | -23.6% |
| 1Y | +22.7% | +47.4% | -24.7% | -6.3% |
| All | +22.7% | +46.5% | -23.8% | -6.3% |
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