+32.0%
Q vs NTRS
+48.5%
-16.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +6.6% | +0.9% | +5.8% | +6.0% |
| 30D | -6.6% | -1.2% | -5.3% | -5.8% |
| 3M | -13.2% | +8.8% | -22.0% | -17.7% |
| 6M | +9.9% | +34.7% | -24.7% | -10.6% |
| YTD | +53.9% | +37.2% | +16.7% | +22.8% |
| All | +32.0% | +48.5% | -16.5% | -0.1% |
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