-16.6%
BX vs NTR
+43.1%
-59.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.4% | -1.2% |
| 7D | -4.4% | +8.1% | -12.5% | -4.0% |
| 30D | +0.1% | +18.8% | -18.7% | +0.9% |
| 3M | +16.0% | +16.2% | -0.2% | +16.4% |
| 6M | +21.6% | +9.8% | +11.9% | +20.9% |
| YTD | -8.9% | +30.9% | -39.8% | -10.7% |
| 1Y | -16.6% | +41.8% | -58.4% | -18.0% |
| All | -16.6% | +43.1% | -59.7% | -18.0% |
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