-21.9%
BA vs NTR
+21.9%
-43.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.8% |
| 7D | -1.7% | +3.0% | -4.7% | -2.3% |
| 30D | -9.5% | +7.1% | -16.6% | -10.7% |
| 3M | -26.5% | +13.1% | -39.5% | -28.4% |
| 6M | -27.4% | +7.6% | -35.0% | -28.9% |
| YTD | -20.6% | +20.0% | -40.6% | -25.4% |
| 1Y | -11.4% | +30.2% | -41.6% | -18.6% |
| 3Y | -10.8% | +46.8% | -57.7% | -21.8% |
| 5Y | -21.9% | +22.7% | -44.7% | -39.7% |
| All | -21.9% | +21.9% | -43.9% | -39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling