+95.7%
NTR vs BWA
+64.8%
+30.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.6% | +0.6% |
| 7D | +0.5% | +0.1% | +0.4% | +0.4% |
| 30D | +21.7% | -5.6% | +27.3% | +23.9% |
| 3M | +22.8% | -10.7% | +33.5% | +26.9% |
| 6M | +8.2% | +23.2% | -15.0% | -1.7% |
| YTD | +32.9% | +46.0% | -13.1% | +11.4% |
| 1Y | +45.3% | +51.2% | -5.8% | +19.5% |
| 3Y | +41.7% | +69.6% | -27.9% | +7.7% |
| 5Y | +49.8% | +86.6% | -36.8% | +5.4% |
| All | +95.7% | +64.8% | +30.9% | +25.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling