-38.4%
U vs NTRS
+170.0%
-208.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -2.1% |
| 7D | 0.0% | +0.3% | -0.4% | -0.3% |
| 30D | -4.1% | +0.2% | -4.3% | -4.3% |
| 3M | +57.8% | +13.2% | +44.6% | +43.9% |
| 6M | +103.5% | +36.9% | +66.6% | +60.0% |
| YTD | -4.8% | +39.1% | -43.9% | -25.4% |
| 1Y | -2.4% | +50.4% | -52.8% | -27.7% |
| 3Y | +11.7% | +166.8% | -155.1% | -44.9% |
| 5Y | -68.9% | +92.9% | -161.7% | -81.6% |
| All | -38.4% | +170.0% | -208.5% | -57.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling