+481.9%
NYT vs NTRS
+259.9%
+222.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.1% |
| 7D | -0.6% | +1.4% | -2.0% | -1.0% |
| 30D | +4.6% | -0.7% | +5.2% | +4.7% |
| 3M | -9.6% | +11.3% | -20.9% | -12.7% |
| 6M | -14.0% | +35.5% | -49.5% | -22.0% |
| YTD | -2.8% | +40.6% | -43.4% | -13.2% |
| 1Y | +15.6% | +49.2% | -33.6% | +1.1% |
| 3Y | +56.3% | +167.2% | -110.9% | +11.0% |
| 5Y | +39.5% | +94.9% | -55.4% | +7.5% |
| All | +481.9% | +259.9% | +222.0% | +235.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling