+158.4%
W vs NTRS
+279.9%
-121.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.0% | -3.7% |
| 7D | +0.5% | +0.3% | +0.2% | +0.2% |
| 30D | -5.6% | +0.2% | -5.7% | -5.8% |
| 3M | +41.9% | +13.2% | +28.7% | +28.4% |
| 6M | +30.2% | +36.9% | -6.7% | +1.1% |
| YTD | -2.9% | +39.1% | -42.1% | -25.5% |
| 1Y | +11.6% | +50.4% | -38.9% | -19.4% |
| 3Y | +37.0% | +166.8% | -129.8% | -33.6% |
| 5Y | -62.8% | +92.9% | -155.7% | -76.9% |
| 10Y | +155.2% | +255.7% | -100.4% | +3.2% |
| All | +158.4% | +279.9% | -121.6% | -0.7% |
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