+599.1%
XYZ vs NTRS
+259.9%
+339.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.6% |
| 7D | -4.3% | +1.4% | -5.7% | -5.2% |
| 30D | +1.2% | -0.7% | +1.8% | +1.6% |
| 3M | +14.6% | +11.3% | +3.3% | +6.0% |
| 6M | +22.6% | +35.5% | -13.0% | -1.8% |
| YTD | +21.7% | +40.6% | -18.9% | -5.4% |
| 1Y | +6.7% | +49.2% | -42.5% | -20.5% |
| 3Y | +46.8% | +167.2% | -120.4% | -28.0% |
| 5Y | -68.0% | +94.9% | -163.0% | -80.4% |
| All | +599.1% | +259.9% | +339.2% | +212.8% |
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 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