+102.6%
BB vs NTRS
+46.5%
+56.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | -5.6% | -0.1% | -5.6% | -5.6% |
| 30D | -11.8% | +1.2% | -13.0% | -12.7% |
| 3M | -25.5% | +8.3% | -33.9% | -29.3% |
| 6M | +121.3% | +30.0% | +91.3% | +88.3% |
| YTD | +103.2% | +38.0% | +65.1% | +64.7% |
| 1Y | +102.6% | +47.4% | +55.2% | +55.7% |
| All | +102.6% | +46.5% | +56.1% | +55.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling