+2,864.5%
V vs NTRS
+316.6%
+2,547.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -2.9% | +0.9% | -3.8% | -3.3% |
| 30D | +1.9% | -1.2% | +3.1% | +2.4% |
| 3M | +13.2% | +8.8% | +4.5% | +8.8% |
| 6M | +16.7% | +34.7% | -18.0% | +1.6% |
| YTD | +5.4% | +37.2% | -31.9% | -9.4% |
| 1Y | +7.7% | +46.3% | -38.7% | -10.3% |
| 3Y | +52.0% | +163.2% | -111.2% | -5.3% |
| 5Y | +67.7% | +86.9% | -19.2% | +18.1% |
| 10Y | +384.8% | +250.9% | +133.8% | +139.8% |
| All | +2,864.5% | +316.6% | +2,547.8% | +1,065.5% |
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 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