-44.3%
BBWI vs NTRS
+168.2%
-212.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.1% | +5.3% | +5.8% |
| 7D | -4.8% | +1.4% | -6.2% | -5.6% |
| 30D | +3.5% | -0.7% | +4.1% | +3.9% |
| 3M | -0.3% | +11.3% | -11.6% | -7.0% |
| 6M | -5.4% | +35.5% | -40.9% | -23.1% |
| YTD | -4.7% | +40.6% | -45.3% | -24.6% |
| 1Y | -30.5% | +49.2% | -79.7% | -47.4% |
| 3Y | -44.3% | +167.2% | -211.5% | -74.0% |
| All | -44.3% | +168.2% | -212.5% | -74.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling