+37.9%
NTR vs BB
+64.9%
-27.1%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.4% |
| 7D | -1.3% | -0.4% | -0.9% | -1.3% |
| 30D | +16.8% | -12.5% | +29.3% | +17.4% |
| 3M | +20.7% | -17.4% | +38.2% | +21.2% |
| 6M | +0.5% | +119.1% | -118.6% | -4.7% |
| YTD | +29.2% | +102.4% | -73.2% | +23.0% |
| 1Y | +39.6% | +98.2% | -58.6% | +32.7% |
| 3Y | +37.9% | +46.9% | -9.1% | +21.8% |
| All | +37.9% | +64.9% | -27.1% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 3y: compounded portfolio wealth divided by compounded BB 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…
3y analysis · Full analysis span regression · 6 months rolling