+90.0%
RF vs NTRS
+165.3%
-75.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.7% |
| 7D | -1.6% | +0.3% | -1.9% | -1.8% |
| 30D | -4.3% | +0.2% | -4.4% | -4.4% |
| 3M | +5.9% | +13.2% | -7.4% | -3.1% |
| 6M | +14.1% | +36.9% | -22.8% | -9.4% |
| YTD | +13.8% | +39.1% | -25.3% | -11.2% |
| 1Y | +15.2% | +50.4% | -35.2% | -15.3% |
| All | +90.0% | +165.3% | -75.3% | -17.8% |
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