-67.0%
BAX vs NTR
+45.0%
-112.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.6% |
| 7D | -5.4% | -2.5% | -3.0% | -5.2% |
| 30D | -12.4% | +17.0% | -29.4% | -14.1% |
| 3M | +19.1% | +22.2% | -3.1% | +16.0% |
| 6M | +38.6% | +5.2% | +33.4% | +37.3% |
| YTD | +26.7% | +29.7% | -3.0% | +21.6% |
| 1Y | +1.0% | +39.4% | -38.4% | -4.2% |
| 3Y | -33.9% | +38.2% | -72.1% | -38.0% |
| 5Y | -67.0% | +47.6% | -114.6% | -70.0% |
| All | -67.0% | +45.0% | -112.0% | -70.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling