-23.8%
QS vs NTRS
+168.2%
-192.0%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.9% | +1.0% |
| 7D | -3.6% | +1.4% | -5.0% | -4.8% |
| 30D | -17.2% | -0.7% | -16.6% | -16.9% |
| 3M | -27.0% | +11.3% | -38.3% | -33.6% |
| 6M | -24.6% | +35.5% | -60.1% | -42.5% |
| YTD | -49.3% | +40.6% | -89.9% | -62.5% |
| 1Y | -40.3% | +49.2% | -89.5% | -57.9% |
| 3Y | -23.8% | +167.2% | -191.0% | -70.2% |
| All | -23.8% | +168.2% | -192.0% | -70.2% |
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