+75.8%
BA vs NTRS
+259.9%
-184.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.7% | +2.1% |
| 7D | -0.8% | +1.4% | -2.2% | -1.7% |
| 30D | -9.0% | -0.7% | -8.3% | -8.6% |
| 3M | -5.0% | +11.3% | -16.4% | -11.7% |
| 6M | -1.7% | +35.5% | -37.2% | -19.9% |
| YTD | -3.1% | +40.6% | -43.7% | -23.5% |
| 1Y | -4.3% | +49.2% | -53.5% | -27.8% |
| 3Y | -0.3% | +167.2% | -167.5% | -51.5% |
| 5Y | +0.1% | +94.9% | -94.9% | -41.5% |
| All | +75.8% | +259.9% | -184.2% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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