+1,514.2%
RF vs NTRS
+7,693.4%
-6,179.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.3% | +0.4% | +0.9% | +1.0% |
| 30D | -3.6% | +1.7% | -5.3% | -4.8% |
| 3M | +8.1% | +8.9% | -0.8% | +1.2% |
| 6M | +11.5% | +30.6% | -19.1% | -9.2% |
| YTD | +15.6% | +38.7% | -23.1% | -10.3% |
| 1Y | +15.7% | +48.1% | -32.4% | -14.6% |
| 3Y | +86.9% | +165.5% | -78.6% | -11.2% |
| 5Y | +89.8% | +85.6% | +4.2% | +15.0% |
| 10Y | +344.7% | +246.1% | +98.6% | +79.4% |
| All | +1,514.2% | +7,693.4% | -6,179.2% | +175.7% |
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 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