+105.6%
NTRS vs BBAI
-71.8%
+177.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.7% | +1.4% |
| 7D | +0.3% | -5.4% | +5.7% | +0.4% |
| 30D | +0.2% | -15.3% | +15.5% | +0.5% |
| 3M | +13.2% | -29.9% | +43.1% | +13.9% |
| 6M | +36.9% | -30.7% | +67.7% | +37.6% |
| YTD | +39.1% | -47.8% | +86.9% | +40.4% |
| 1Y | +50.4% | -40.4% | +90.8% | +51.2% |
| 3Y | +166.8% | +66.9% | +99.9% | +160.5% |
| 5Y | +92.9% | -71.4% | +164.2% | +84.9% |
| All | +105.6% | -71.8% | +177.4% | +98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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