-25.6%
BA vs NTR
+97.9%
-123.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.1% | +2.9% |
| 7D | -0.8% | -1.3% | +0.4% | -0.3% |
| 30D | -9.0% | +16.8% | -25.8% | -15.5% |
| 3M | -5.0% | +20.7% | -25.8% | -13.8% |
| 6M | -1.7% | +0.5% | -2.2% | -4.3% |
| YTD | -3.1% | +29.2% | -32.3% | -17.6% |
| 1Y | -4.3% | +39.6% | -43.9% | -22.4% |
| 3Y | -0.3% | +37.9% | -38.1% | -21.6% |
| 5Y | +0.1% | +47.1% | -47.0% | -37.9% |
| All | -25.6% | +97.9% | -123.5% | -70.8% |
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