+111.8%
BHP vs NTRS
+93.2%
+18.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.6% |
| 7D | -3.6% | +1.4% | -5.0% | -4.2% |
| 30D | -1.2% | -0.7% | -0.5% | -1.1% |
| 3M | +1.2% | +11.3% | -10.1% | -3.1% |
| 6M | +21.4% | +35.5% | -14.1% | +7.6% |
| YTD | +50.4% | +40.6% | +9.8% | +30.9% |
| 1Y | +67.5% | +49.2% | +18.3% | +42.3% |
| 3Y | +72.8% | +167.2% | -94.4% | +13.3% |
| All | +111.8% | +93.2% | +18.6% | +51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling