+45.0%
BBY vs NTR
+36.8%
+8.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.4% | +3.1% |
| 7D | +0.6% | -1.3% | +1.9% | +0.8% |
| 30D | +9.4% | +16.8% | -7.4% | +6.8% |
| 3M | +19.3% | +20.7% | -1.4% | +15.8% |
| 6M | +47.9% | +0.5% | +47.4% | +47.5% |
| YTD | +39.6% | +29.2% | +10.4% | +30.3% |
| 1Y | +22.2% | +39.6% | -17.4% | +11.3% |
| 3Y | +45.0% | +37.9% | +7.1% | +30.6% |
| All | +45.0% | +36.8% | +8.2% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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