+39.6%
NTR vs BBWI
-31.4%
+71.0%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.4% | -6.8% | 0.0% |
| 7D | -1.3% | -4.8% | +3.5% | -1.5% |
| 30D | +16.8% | +3.5% | +13.3% | +17.1% |
| 3M | +20.7% | -0.3% | +21.1% | +20.7% |
| 6M | +0.5% | -5.4% | +5.9% | +0.8% |
| YTD | +29.2% | -4.7% | +33.9% | +28.5% |
| 1Y | +39.6% | -30.5% | +70.1% | +44.7% |
| All | +39.6% | -31.4% | +71.0% | +44.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling