-35.7%
U vs NTRS
+172.9%
-208.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.1% | +3.4% | +3.7% |
| 7D | +5.5% | +1.4% | +4.1% | +4.5% |
| 30D | -1.3% | -0.7% | -0.6% | -0.9% |
| 3M | +64.6% | +11.3% | +53.3% | +52.0% |
| 6M | +119.4% | +35.5% | +83.8% | +74.0% |
| YTD | -0.5% | +40.6% | -41.1% | -22.7% |
| 1Y | +1.3% | +49.2% | -47.9% | -24.5% |
| 3Y | +15.6% | +167.2% | -151.6% | -43.0% |
| 5Y | -67.5% | +94.9% | -162.4% | -81.0% |
| All | -35.7% | +172.9% | -208.6% | -56.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling