+90.2%
NTR vs BWA
+68.3%
+21.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.8% | -0.9% |
| 7D | -1.3% | -1.3% | 0.0% | -0.9% |
| 30D | +16.8% | -2.9% | +19.7% | +17.7% |
| 3M | +20.7% | -10.7% | +31.5% | +24.9% |
| 6M | +0.5% | +26.5% | -25.9% | -9.5% |
| YTD | +29.2% | +49.1% | -19.9% | +7.4% |
| 1Y | +39.6% | +52.1% | -12.5% | +14.7% |
| 3Y | +37.9% | +72.6% | -34.7% | +4.2% |
| 5Y | +47.1% | +89.4% | -42.3% | +3.0% |
| All | +90.2% | +68.3% | +21.8% | +21.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling