+75.6%
BAC vs NTR
+45.0%
+30.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | +0.3% |
| 7D | -0.3% | -2.5% | +2.2% | +0.2% |
| 30D | -1.8% | +17.0% | -18.8% | -4.7% |
| 3M | +15.3% | +22.2% | -6.9% | +10.7% |
| 6M | +30.2% | +5.2% | +25.0% | +28.0% |
| YTD | +15.6% | +29.7% | -14.1% | +8.0% |
| 1Y | +27.5% | +39.4% | -11.9% | +16.7% |
| 3Y | +137.0% | +38.2% | +98.8% | +114.3% |
| 5Y | +75.6% | +47.6% | +28.0% | +38.7% |
| All | +75.6% | +45.0% | +30.6% | +38.7% |
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