-1.7%
AGG vs NTRA
+67.5%
-69.2%
-2.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -0.1% |
| 7D | -1.1% | +0.2% | -1.3% | -1.1% |
| 30D | -1.1% | +4.1% | -5.3% | -1.3% |
| 3M | -1.9% | +50.0% | -52.0% | -3.3% |
| 6M | -1.7% | +67.3% | -69.0% | -3.9% |
| All | -1.7% | +67.5% | -69.2% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 6mo: compounded portfolio wealth divided by compounded NTRA 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…
6mo analysis · Full analysis span regression · 6 months rolling