+70.1%
PL vs NTRS
+51.4%
+18.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -2.4% |
| 7D | -9.2% | +1.4% | -10.6% | -10.4% |
| 30D | -32.9% | -0.7% | -32.2% | -32.6% |
| 3M | -51.9% | +11.3% | -63.2% | -56.8% |
| 6M | -35.3% | +35.5% | -70.9% | -52.7% |
| YTD | -16.6% | +40.6% | -57.2% | -43.5% |
| 1Y | +70.1% | +49.2% | +20.9% | +10.8% |
| All | +70.1% | +51.4% | +18.7% | +10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling