+202.5%
BAH vs NTRS
+259.9%
-57.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | 0.0% |
| 7D | +4.3% | +1.4% | +2.9% | +3.9% |
| 30D | -2.5% | -0.7% | -1.8% | -2.3% |
| 3M | -0.9% | +11.3% | -12.3% | -3.6% |
| 6M | +1.5% | +35.5% | -34.1% | -6.1% |
| YTD | -8.0% | +40.6% | -48.6% | -15.6% |
| 1Y | -24.7% | +49.2% | -73.9% | -32.0% |
| 3Y | -28.4% | +167.2% | -195.6% | -45.0% |
| 5Y | +2.8% | +94.9% | -92.1% | -16.3% |
| All | +202.5% | +259.9% | -57.4% | +105.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling