-66.5%
U vs NTRS
+93.2%
-159.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.1% | +3.4% | +3.5% |
| 7D | +5.5% | +1.4% | +4.1% | +4.2% |
| 30D | -1.3% | -0.7% | -0.6% | -0.8% |
| 3M | +64.6% | +11.3% | +53.3% | +48.5% |
| 6M | +119.4% | +35.5% | +83.8% | +62.4% |
| YTD | -0.5% | +40.6% | -41.1% | -28.4% |
| 1Y | +1.3% | +49.2% | -47.9% | -31.1% |
| 3Y | +15.6% | +167.2% | -151.6% | -56.4% |
| All | -66.5% | +93.2% | -159.7% | -82.8% |
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