+41.8%
NTR vs BWA
+59.1%
-17.3%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.3% | -1.7% |
| 7D | +8.1% | +5.7% | +2.4% | +7.8% |
| 30D | +18.8% | +1.4% | +17.3% | +18.6% |
| 3M | +16.2% | -12.1% | +28.3% | +17.0% |
| 6M | +9.8% | +28.6% | -18.8% | +8.5% |
| YTD | +30.9% | +51.1% | -20.2% | +25.2% |
| 1Y | +41.8% | +55.9% | -14.1% | +36.5% |
| All | +41.8% | +59.1% | -17.3% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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