-67.6%
S vs NTRS
+93.2%
-160.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -11.1% |
| 3M | +33.8% | +11.3% | +22.5% | +25.3% |
| 6M | +39.5% | +35.5% | +3.9% | +15.6% |
| YTD | +31.7% | +40.6% | -8.9% | +6.2% |
| 1Y | +7.0% | +49.2% | -42.2% | -17.0% |
| 3Y | +11.8% | +167.2% | -155.5% | -41.8% |
| All | -67.6% | +93.2% | -160.8% | -79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling