+213.6%
RF vs NTRS
+189.6%
+24.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.0% |
| 7D | +1.9% | +3.2% | -1.2% | -0.7% |
| 30D | +7.3% | +9.6% | -2.3% | -0.8% |
| 3M | -7.9% | -6.0% | -1.9% | -3.3% |
| 6M | +10.5% | +10.4% | +0.1% | +0.8% |
| YTD | +9.6% | +32.5% | -22.8% | -15.6% |
| 1Y | +20.3% | +41.2% | -20.9% | -12.4% |
| 3Y | +119.5% | +173.4% | -53.9% | -12.3% |
| 5Y | +48.2% | +65.0% | -16.8% | -9.9% |
| All | +213.6% | +189.6% | +24.0% | +14.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling