+74.6%
BA vs NTRA
+2,995.7%
-2,921.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -2.4% |
| 7D | -1.2% | +1.6% | -2.8% | -1.4% |
| 30D | -11.3% | +3.8% | -15.1% | -11.9% |
| 3M | -3.8% | +48.2% | -52.0% | -10.3% |
| 6M | -8.3% | +61.0% | -69.2% | -16.1% |
| YTD | -4.9% | +44.2% | -49.1% | -11.7% |
| 1Y | -10.1% | +87.3% | -97.3% | -20.3% |
| 3Y | -2.3% | +509.4% | -511.7% | -30.2% |
| 5Y | -3.5% | +175.1% | -178.6% | -27.3% |
| 10Y | +74.6% | +3,203.1% | -3,128.5% | -6.0% |
| All | +74.6% | +2,995.7% | -2,921.1% | -6.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling