+33.0%
Q vs NTRS
+52.2%
-19.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.4% | +1.9% |
| 7D | +4.9% | +1.4% | +3.6% | +4.1% |
| 30D | -11.0% | -0.7% | -10.3% | -10.6% |
| 3M | -15.2% | +11.3% | -26.5% | -20.6% |
| 6M | +8.8% | +35.5% | -26.7% | -11.8% |
| YTD | +55.1% | +40.6% | +14.5% | +22.0% |
| All | +33.0% | +52.2% | -19.2% | -0.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling