-57.4%
BAX vs NTR
+103.6%
-161.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.5% | -5.3% | -4.0% |
| 7D | -2.4% | +3.8% | -6.3% | -3.1% |
| 30D | -9.7% | +25.2% | -35.0% | -13.3% |
| 3M | +29.3% | +21.0% | +8.3% | +24.5% |
| 6M | +40.7% | +7.6% | +33.1% | +37.9% |
| YTD | +30.3% | +32.9% | -2.6% | +22.3% |
| 1Y | +3.4% | +43.1% | -39.7% | -4.4% |
| 3Y | -32.0% | +41.6% | -73.6% | -37.8% |
| 5Y | -66.9% | +54.8% | -121.6% | -71.9% |
| All | -57.4% | +103.6% | -161.0% | -67.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling