+468.0%
UUUU vs NTRS
+259.9%
+208.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.1% | -6.1% | -5.7% |
| 7D | -10.5% | +1.4% | -11.9% | -11.4% |
| 30D | -10.5% | -0.7% | -9.9% | -10.3% |
| 3M | -14.1% | +11.3% | -25.4% | -20.5% |
| 6M | -35.5% | +35.5% | -71.0% | -47.9% |
| YTD | -10.9% | +40.6% | -51.5% | -29.4% |
| 1Y | +3.4% | +49.2% | -45.9% | -21.1% |
| 3Y | +73.1% | +167.2% | -94.1% | -13.7% |
| 5Y | +87.1% | +94.9% | -7.8% | +14.8% |
| All | +468.0% | +259.9% | +208.0% | +155.2% |
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