+872.8%
BBWI vs NTRS
+7,716.8%
-6,844.0%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.8% | -2.1% |
| 7D | -8.0% | +0.3% | -8.3% | -8.2% |
| 30D | -6.6% | +0.2% | -6.8% | -6.7% |
| 3M | -2.7% | +13.2% | -15.9% | -8.6% |
| 6M | -12.8% | +36.9% | -49.7% | -25.7% |
| YTD | -10.5% | +39.1% | -49.6% | -24.4% |
| 1Y | -35.3% | +50.4% | -85.8% | -47.5% |
| 3Y | -47.7% | +166.8% | -214.5% | -68.0% |
| 5Y | -68.9% | +92.9% | -161.7% | -78.0% |
| 10Y | -58.0% | +255.7% | -313.6% | -77.3% |
| All | +872.8% | +7,716.8% | -6,844.0% | +27.9% |
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