+38.4%
NTR vs BBWI
-48.6%
+87.0%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.4% |
| 7D | -2.5% | -8.0% | +5.5% | -2.1% |
| 30D | +17.0% | -6.6% | +23.7% | +17.3% |
| 3M | +22.2% | -2.7% | +24.9% | +21.7% |
| 6M | +5.2% | -12.8% | +18.0% | +5.3% |
| YTD | +29.7% | -10.5% | +40.1% | +28.7% |
| 1Y | +39.4% | -35.3% | +74.7% | +43.2% |
| All | +38.4% | -48.6% | +87.0% | +38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling