-55.7%
BAX vs NTR
+100.5%
-156.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.3% |
| 7D | -1.1% | +8.1% | -9.3% | -2.5% |
| 30D | -5.5% | +18.8% | -24.2% | -8.4% |
| 3M | +33.5% | +16.2% | +17.3% | +29.6% |
| 6M | +35.9% | +9.8% | +26.1% | +32.6% |
| YTD | +35.4% | +30.9% | +4.5% | +27.5% |
| 1Y | +9.8% | +41.8% | -32.0% | +1.6% |
| 3Y | -32.7% | +35.8% | -68.5% | -38.0% |
| 5Y | -65.6% | +51.0% | -116.6% | -70.6% |
| All | -55.7% | +100.5% | -156.3% | -66.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling