-26.7%
BB vs NTRS
+93.2%
-119.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.7% | +1.0% |
| 7D | -0.4% | +1.4% | -1.8% | -1.3% |
| 30D | -12.5% | -0.7% | -11.9% | -12.3% |
| 3M | -17.4% | +11.3% | -28.8% | -23.2% |
| 6M | +119.1% | +35.5% | +83.6% | +79.2% |
| YTD | +102.4% | +40.6% | +61.8% | +60.8% |
| 1Y | +98.2% | +49.2% | +49.0% | +51.3% |
| 3Y | +46.9% | +167.2% | -120.3% | -24.2% |
| All | -26.7% | +93.2% | -119.9% | -54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling