-2.6%
BA vs NTRS
+88.8%
-91.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.1% | -1.4% |
| 7D | -2.7% | +0.3% | -3.0% | -2.9% |
| 30D | -12.2% | +0.2% | -12.3% | -12.3% |
| 3M | -2.0% | +13.2% | -15.2% | -7.4% |
| 6M | -6.0% | +36.9% | -42.9% | -18.9% |
| YTD | -5.7% | +39.1% | -44.8% | -19.6% |
| 1Y | -10.0% | +50.4% | -60.4% | -26.3% |
| 3Y | -3.1% | +166.8% | -169.9% | -41.2% |
| 5Y | -2.6% | +92.9% | -95.5% | -29.1% |
| All | -2.6% | +88.8% | -91.4% | -29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling