+157.1%
BAC vs NTR
+97.9%
+59.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | 0.0% | -1.3% | +1.3% | +0.5% |
| 30D | -2.8% | +16.8% | -19.6% | -8.6% |
| 3M | +14.2% | +20.7% | -6.5% | +5.4% |
| 6M | +30.5% | +0.5% | +30.0% | +28.2% |
| YTD | +15.8% | +29.2% | -13.4% | +1.3% |
| 1Y | +26.2% | +39.6% | -13.4% | +6.1% |
| 3Y | +136.5% | +37.9% | +98.7% | +94.1% |
| 5Y | +75.9% | +47.1% | +28.9% | +19.9% |
| All | +157.1% | +97.9% | +59.1% | +24.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling