+95.6%
NTR vs BBWI
-49.9%
+145.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.1% | +4.6% | +2.0% |
| 7D | +3.8% | +1.6% | +2.3% | +3.5% |
| 30D | +25.2% | -6.2% | +31.5% | +26.2% |
| 3M | +21.0% | +4.3% | +16.7% | +19.1% |
| 6M | +7.6% | -7.2% | +14.8% | +6.7% |
| YTD | +32.9% | -3.0% | +35.9% | +29.9% |
| 1Y | +43.1% | -30.8% | +73.8% | +47.4% |
| 3Y | +41.6% | -43.4% | +85.0% | +45.4% |
| 5Y | +54.8% | -66.7% | +121.5% | +70.1% |
| All | +95.6% | -49.9% | +145.5% | +58.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling