+66.0%
BHP vs NTR
+43.1%
+22.9%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.2% |
| 7D | -5.0% | +8.1% | -13.1% | -6.2% |
| 30D | +1.2% | +18.8% | -17.6% | -1.6% |
| 3M | +1.8% | +16.2% | -14.4% | -0.9% |
| 6M | +18.0% | +9.8% | +8.3% | +13.8% |
| YTD | +52.7% | +30.9% | +21.9% | +42.4% |
| 1Y | +66.0% | +41.8% | +24.2% | +54.0% |
| All | +66.0% | +43.1% | +22.9% | +54.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling