+70.3%
BA vs NTRA
+1,723.2%
-1,652.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | +1.2% | +0.6% | +0.6% | +1.1% |
| 30D | -11.6% | +19.5% | -31.1% | -14.3% |
| 3M | -2.4% | +47.8% | -50.1% | -8.5% |
| 6M | -6.6% | +61.6% | -68.3% | -14.0% |
| YTD | -2.2% | +43.3% | -45.5% | -8.6% |
| 1Y | -8.0% | +97.0% | -105.1% | -18.2% |
| 3Y | -5.0% | +424.9% | -429.9% | -28.4% |
| 5Y | -2.7% | +165.2% | -167.9% | -24.6% |
| 10Y | +75.9% | +3,114.3% | -3,038.4% | +0.8% |
| All | +70.3% | +1,723.2% | -1,652.9% | +1.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling