+157.0%
BAC vs NTR
+100.5%
+56.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.5% |
| 7D | +1.1% | +8.1% | -7.0% | -2.0% |
| 30D | -0.4% | +18.8% | -19.1% | -7.0% |
| 3M | +16.9% | +16.2% | +0.7% | +9.6% |
| 6M | +26.6% | +9.8% | +16.9% | +19.9% |
| YTD | +15.8% | +30.9% | -15.1% | +0.8% |
| 1Y | +27.2% | +41.8% | -14.6% | +6.2% |
| 3Y | +132.4% | +35.8% | +96.6% | +92.4% |
| 5Y | +72.6% | +51.0% | +21.5% | +15.9% |
| All | +157.0% | +100.5% | +56.5% | +23.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling