+1,376.6%
BAC vs NTRS
+7,612.4%
-6,235.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.5% |
| 7D | +0.6% | +0.9% | -0.2% | -0.1% |
| 30D | -1.4% | -1.2% | -0.1% | -0.5% |
| 3M | +15.7% | +8.8% | +7.0% | +8.2% |
| 6M | +32.2% | +34.7% | -2.5% | +4.0% |
| YTD | +15.8% | +37.2% | -21.5% | -10.6% |
| 1Y | +27.3% | +46.3% | -19.1% | -6.8% |
| 3Y | +137.5% | +163.2% | -25.8% | +7.3% |
| 5Y | +73.1% | +86.9% | -13.9% | -2.0% |
| 10Y | +397.7% | +250.9% | +146.8% | +72.6% |
| All | +1,376.6% | +7,612.4% | -6,235.8% | +16.2% |
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