+11.8%
S vs NTRS
+168.2%
-156.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.9% |
| 7D | -0.7% | +1.4% | -2.0% | -1.4% |
| 30D | -11.4% | -0.7% | -10.8% | -11.2% |
| 3M | +33.8% | +11.3% | +22.5% | +26.2% |
| 6M | +39.5% | +35.5% | +3.9% | +17.6% |
| YTD | +31.7% | +40.6% | -8.9% | +8.3% |
| 1Y | +7.0% | +49.2% | -42.2% | -15.2% |
| 3Y | +11.8% | +167.2% | -155.5% | -39.4% |
| All | +11.8% | +168.2% | -156.4% | -39.4% |
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