+338.0%
RF vs NTRS
+259.9%
+78.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | -0.3% |
| 7D | -1.0% | +1.4% | -2.3% | -2.1% |
| 30D | -3.7% | -0.7% | -3.0% | -3.1% |
| 3M | +5.3% | +11.3% | -6.0% | -4.2% |
| 6M | +17.2% | +35.5% | -18.3% | -10.6% |
| YTD | +14.5% | +40.6% | -26.1% | -16.1% |
| 1Y | +15.9% | +49.2% | -33.3% | -19.4% |
| 3Y | +91.2% | +167.2% | -76.0% | -22.5% |
| 5Y | +90.0% | +94.9% | -4.9% | -1.0% |
| All | +338.0% | +259.9% | +78.1% | +21.7% |
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