+256.3%
P vs NTRS
+88.8%
+167.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.4% | -3.8% |
| 7D | -4.1% | +0.3% | -4.5% | -4.3% |
| 30D | -14.0% | +0.2% | -14.1% | -14.1% |
| 3M | +41.4% | +13.2% | +28.2% | +32.4% |
| 6M | +54.2% | +36.9% | +17.2% | +30.1% |
| YTD | +40.4% | +39.1% | +1.3% | +17.8% |
| 1Y | +16.0% | +50.4% | -34.5% | -6.9% |
| 3Y | +140.7% | +166.8% | -26.1% | +42.7% |
| 5Y | +256.3% | +92.9% | +163.4% | +144.3% |
| All | +256.3% | +88.8% | +167.6% | +144.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling