-38.3%
BA vs NTR
+82.2%
-120.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.0% |
| 7D | -1.4% | -0.6% | -0.8% | -1.2% |
| 30D | -7.9% | +5.4% | -13.3% | -10.3% |
| 3M | -25.2% | +7.3% | -32.5% | -28.2% |
| 6M | -26.7% | +2.2% | -28.9% | -28.6% |
| YTD | -19.6% | +18.9% | -38.5% | -29.4% |
| 1Y | -10.6% | +23.7% | -34.3% | -23.3% |
| 3Y | -11.2% | +47.5% | -58.8% | -33.4% |
| 5Y | -20.4% | +22.0% | -42.5% | -44.2% |
| All | -38.3% | +82.2% | -120.5% | -75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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