-16.9%
Z vs NTRS
+199.7%
-216.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.5% |
| 7D | -13.1% | +0.4% | -13.5% | -13.1% |
| 30D | +5.9% | +5.6% | +0.2% | +3.3% |
| 3M | -13.7% | -4.4% | -9.3% | -11.9% |
| 6M | -27.1% | +12.0% | -39.2% | -31.4% |
| YTD | -56.8% | +32.8% | -89.6% | -62.7% |
| 1Y | -60.2% | +40.0% | -100.2% | -66.6% |
| 3Y | -19.7% | +175.2% | -194.9% | -52.2% |
| 5Y | -53.7% | +66.4% | -120.1% | -65.8% |
| 10Y | -16.9% | +193.1% | -210.0% | -53.6% |
| All | -16.9% | +199.7% | -216.6% | -53.6% |
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