-39.3%
BAX vs NTRS
+259.9%
-299.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.6% | -1.9% |
| 7D | -7.9% | +1.4% | -9.2% | -8.3% |
| 30D | -11.7% | -0.7% | -11.0% | -11.5% |
| 3M | +16.2% | +11.3% | +4.9% | +12.0% |
| 6M | +32.0% | +35.5% | -3.6% | +19.0% |
| YTD | +24.7% | +40.6% | -15.9% | +11.0% |
| 1Y | -2.6% | +49.2% | -51.8% | -15.1% |
| 3Y | -35.0% | +167.2% | -202.2% | -53.4% |
| 5Y | -67.6% | +94.9% | -162.5% | -75.0% |
| All | -39.3% | +259.9% | -299.2% | -59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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