-10.0%
BA vs NTR
+41.6%
-51.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.9% |
| 7D | -2.7% | -2.5% | -0.2% | -2.9% |
| 30D | -12.2% | +17.0% | -29.2% | -11.3% |
| 3M | -2.0% | +22.2% | -24.2% | -0.9% |
| 6M | -6.0% | +5.2% | -11.1% | -5.8% |
| YTD | -5.7% | +29.7% | -35.3% | -9.0% |
| 1Y | -10.0% | +39.4% | -49.4% | -15.4% |
| All | -10.0% | +41.6% | -51.6% | -15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling