+1,821.9%
BA vs NTRS
+7,693.4%
-5,871.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +1.2% | +0.4% | +0.8% | +1.0% |
| 30D | -11.6% | +1.7% | -13.3% | -12.3% |
| 3M | -2.4% | +8.9% | -11.2% | -5.9% |
| 6M | -6.6% | +30.6% | -37.2% | -16.9% |
| YTD | -2.2% | +38.7% | -40.9% | -15.4% |
| 1Y | -8.0% | +48.1% | -56.1% | -22.8% |
| 3Y | -5.0% | +165.5% | -170.5% | -38.6% |
| 5Y | -2.7% | +85.6% | -88.3% | -28.3% |
| 10Y | +75.9% | +246.1% | -170.2% | +4.5% |
| All | +1,821.9% | +7,693.4% | -5,871.5% | +306.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling