+167.1%
NXT vs NTRS
+111.5%
+55.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.8% |
| 7D | -2.6% | +0.3% | -2.9% | -2.7% |
| 30D | -22.4% | +0.2% | -22.6% | -22.6% |
| 3M | -27.3% | +13.2% | -40.5% | -31.1% |
| 6M | -28.5% | +36.9% | -65.4% | -37.7% |
| YTD | -6.6% | +39.1% | -45.7% | -19.1% |
| 1Y | +20.4% | +50.4% | -30.1% | +1.3% |
| 3Y | +90.9% | +166.8% | -75.9% | +21.2% |
| All | +167.1% | +111.5% | +55.5% | +83.6% |
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 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