+512.9%
XYZ vs NTRS
+227.2%
+285.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -2.6% |
| 7D | +2.9% | +1.7% | +1.2% | +1.7% |
| 30D | +1.4% | +0.1% | +1.3% | +1.2% |
| 3M | +14.6% | +9.8% | +4.7% | +7.1% |
| 6M | +20.8% | +34.7% | -13.9% | -2.3% |
| YTD | +23.1% | +37.4% | -14.3% | -2.2% |
| 1Y | +5.6% | +48.2% | -42.5% | -20.4% |
| 3Y | +50.9% | +163.5% | -112.6% | -23.8% |
| 5Y | -68.6% | +88.2% | -156.8% | -80.0% |
| 10Y | +580.0% | +246.8% | +333.1% | +196.6% |
| All | +512.9% | +227.2% | +285.6% | +153.3% |
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