+155.2%
W vs NTRS
+259.9%
-104.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | +0.1% | +0.3% |
| 7D | -0.9% | +1.4% | -2.2% | -2.0% |
| 30D | -4.2% | -0.7% | -3.6% | -3.9% |
| 3M | +26.9% | +11.3% | +15.6% | +15.5% |
| 6M | +31.2% | +35.5% | -4.3% | +1.3% |
| YTD | -1.8% | +40.6% | -42.4% | -26.5% |
| 1Y | +9.3% | +49.2% | -39.9% | -22.0% |
| 3Y | +33.2% | +167.2% | -134.0% | -38.5% |
| 5Y | -62.4% | +94.9% | -157.3% | -77.6% |
| All | +155.2% | +259.9% | -104.7% | -5.6% |
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