+66.2%
PL vs NTRS
+102.4%
-36.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -2.2% |
| 7D | -9.2% | +1.4% | -10.6% | -10.2% |
| 30D | -32.9% | -0.7% | -32.2% | -32.7% |
| 3M | -51.9% | +11.3% | -63.2% | -55.8% |
| 6M | -35.3% | +35.5% | -70.9% | -48.6% |
| YTD | -16.6% | +40.6% | -57.2% | -35.5% |
| 1Y | +70.1% | +49.2% | +20.9% | +27.0% |
| 3Y | +479.2% | +167.2% | +312.0% | +198.7% |
| 5Y | +65.9% | +94.9% | -29.0% | +1.0% |
| All | +66.2% | +102.4% | -36.2% | +0.3% |
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 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