+298.5%
BB vs NTRS
+688.0%
-389.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.7% | +1.2% |
| 7D | -0.4% | +1.4% | -1.8% | -1.1% |
| 30D | -12.5% | -0.7% | -11.9% | -12.3% |
| 3M | -17.4% | +11.3% | -28.8% | -22.0% |
| 6M | +119.1% | +35.5% | +83.6% | +86.9% |
| YTD | +102.4% | +40.6% | +61.8% | +68.9% |
| 1Y | +98.2% | +49.2% | +49.0% | +60.3% |
| 3Y | +46.9% | +167.2% | -120.3% | -12.7% |
| 5Y | -26.4% | +94.9% | -121.3% | -49.3% |
| 10Y | +1.3% | +259.5% | -258.1% | -51.9% |
| All | +298.5% | +688.0% | -389.5% | -4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling