+476.4%
BHP vs NTRS
+259.9%
+216.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.7% |
| 7D | -3.6% | +1.4% | -5.0% | -4.3% |
| 30D | -1.2% | -0.7% | -0.5% | -1.0% |
| 3M | +1.2% | +11.3% | -10.1% | -4.2% |
| 6M | +21.4% | +35.5% | -14.1% | +4.2% |
| YTD | +50.4% | +40.6% | +9.8% | +26.2% |
| 1Y | +67.5% | +49.2% | +18.3% | +36.2% |
| 3Y | +72.8% | +167.2% | -94.4% | +1.4% |
| 5Y | +112.6% | +94.9% | +17.7% | +41.6% |
| All | +476.4% | +259.9% | +216.5% | +159.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling