-35.0%
BAX vs NTR
+36.8%
-71.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -13.5% |
| 3M | +16.2% | +20.7% | -4.5% | +13.0% |
| 6M | +32.0% | +0.5% | +31.4% | +32.2% |
| YTD | +24.7% | +29.2% | -4.5% | +18.4% |
| 1Y | -2.6% | +39.6% | -42.2% | -9.2% |
| 3Y | -35.0% | +37.9% | -72.8% | -39.5% |
| All | -35.0% | +36.8% | -71.7% | -39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling