+90.2%
NTR vs BBWI
-50.8%
+141.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.4% | -6.8% | -1.4% |
| 7D | -1.3% | -4.8% | +3.5% | -0.6% |
| 30D | +16.8% | +3.5% | +13.3% | +15.8% |
| 3M | +20.7% | -0.3% | +21.1% | +19.7% |
| 6M | +0.5% | -5.4% | +5.9% | -0.6% |
| YTD | +29.2% | -4.7% | +33.9% | +26.5% |
| 1Y | +39.6% | -30.5% | +70.1% | +43.5% |
| 3Y | +37.9% | -44.3% | +82.2% | +41.9% |
| 5Y | +47.1% | -66.9% | +113.9% | +61.5% |
| All | +90.2% | -50.8% | +141.0% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling