-10.8%
BA vs NTR
+48.5%
-59.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.7% |
| 7D | -1.7% | +3.0% | -4.7% | -2.0% |
| 30D | -9.5% | +7.1% | -16.6% | -10.1% |
| 3M | -26.5% | +13.1% | -39.5% | -27.7% |
| 6M | -27.4% | +7.6% | -35.0% | -28.3% |
| YTD | -20.6% | +20.0% | -40.6% | -25.0% |
| 1Y | -11.4% | +30.2% | -41.6% | -18.3% |
| 3Y | -10.8% | +46.8% | -57.7% | -21.4% |
| All | -10.8% | +48.5% | -59.3% | -21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling