-27.3%
BX vs NTR
+39.1%
-66.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.8% | +2.5% |
| 7D | -5.6% | -1.3% | -4.3% | -5.7% |
| 30D | -12.2% | +16.8% | -29.0% | -11.4% |
| 3M | +7.4% | +20.7% | -13.4% | +8.1% |
| 6M | +22.2% | +0.5% | +21.6% | +22.0% |
| YTD | -14.0% | +29.2% | -43.2% | -15.6% |
| 1Y | -27.3% | +39.6% | -66.9% | -28.3% |
| All | -27.3% | +39.1% | -66.4% | -28.3% |
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