-59.2%
BAX vs NTR
+97.9%
-157.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -7.9% | -1.3% | -6.6% | -7.7% |
| 30D | -11.7% | +16.8% | -28.4% | -14.1% |
| 3M | +16.2% | +20.7% | -4.5% | +12.0% |
| 6M | +32.0% | +0.5% | +31.4% | +31.1% |
| YTD | +24.7% | +29.2% | -4.5% | +17.7% |
| 1Y | -2.6% | +39.6% | -42.2% | -9.6% |
| 3Y | -35.0% | +37.9% | -72.8% | -40.3% |
| 5Y | -67.6% | +47.1% | -114.6% | -72.1% |
| All | -59.2% | +97.9% | -157.2% | -68.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling