+26.7%
Q vs NTRS
+50.1%
-23.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +0.2% | +0.4% | -0.1% | 0.0% |
| 30D | -11.1% | +1.7% | -12.8% | -11.9% |
| 3M | -22.1% | +8.9% | -31.0% | -26.1% |
| 6M | +0.5% | +30.6% | -30.1% | -16.8% |
| YTD | +47.8% | +38.7% | +9.1% | +17.2% |
| All | +26.7% | +50.1% | -23.4% | -4.7% |
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