-9.1%
T vs NTRS
+47.2%
-56.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -2.0% | -1.9% |
| 7D | -1.3% | +0.4% | -1.7% | -1.2% |
| 30D | +11.4% | +1.7% | +9.7% | +11.5% |
| 3M | +14.3% | +8.9% | +5.4% | +15.1% |
| 6M | -9.3% | +30.6% | -39.8% | -7.0% |
| YTD | +7.1% | +38.7% | -31.6% | +8.5% |
| 1Y | -9.1% | +48.1% | -57.2% | -9.5% |
| All | -9.1% | +47.2% | -56.3% | -9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling