-8.5%
BX vs NTR
+36.7%
-45.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.0% | +2.3% | +6.4% |
| 7D | +8.3% | +4.3% | +3.9% | +8.4% |
| 30D | +13.5% | +2.6% | +11.0% | +13.6% |
| 3M | -7.6% | +8.5% | -16.1% | -7.2% |
| 6M | +4.0% | -3.3% | +7.4% | +3.6% |
| YTD | -15.2% | +19.6% | -34.8% | -19.1% |
| 1Y | -8.5% | +37.6% | -46.1% | -15.6% |
| All | -8.5% | +36.7% | -45.2% | -15.6% |
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 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