+6.7%
XYZ vs NTRS
+51.4%
-44.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.3% |
| 7D | -4.3% | +1.4% | -5.7% | -4.9% |
| 30D | +1.2% | -0.7% | +1.8% | +1.4% |
| 3M | +14.6% | +11.3% | +3.3% | +8.6% |
| 6M | +22.6% | +35.5% | -13.0% | +2.0% |
| YTD | +21.7% | +40.6% | -18.9% | -2.7% |
| 1Y | +6.7% | +49.2% | -42.5% | -17.8% |
| All | +6.7% | +51.4% | -44.7% | -17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling