+494.9%
P vs NTRS
+260.4%
+234.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.6% | +2.2% |
| 7D | +7.8% | +1.7% | +6.2% | +6.9% |
| 30D | +12.3% | +0.1% | +12.2% | +12.3% |
| 3M | +37.1% | +9.8% | +27.3% | +30.1% |
| 6M | +66.1% | +34.7% | +31.4% | +40.1% |
| YTD | +50.9% | +37.4% | +13.5% | +26.1% |
| 1Y | +27.2% | +48.2% | -20.9% | +1.5% |
| 3Y | +158.7% | +163.5% | -4.8% | +47.4% |
| 5Y | +291.1% | +88.2% | +202.9% | +160.6% |
| 10Y | +715.0% | +246.8% | +468.1% | +270.0% |
| All | +494.9% | +260.4% | +234.5% | +162.5% |
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