+37.6%
BA vs NTRA
+1,694.1%
-1,656.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -1.9% |
| 7D | -0.6% | -11.2% | +10.7% | +1.0% |
| 30D | -8.0% | -18.4% | +10.4% | -5.6% |
| 3M | -25.8% | +2.2% | -28.0% | -26.5% |
| 6M | -27.6% | +58.1% | -85.7% | -33.2% |
| YTD | -21.0% | +41.0% | -62.0% | -26.4% |
| 1Y | -12.3% | +54.1% | -66.4% | -19.4% |
| 3Y | -12.8% | +590.9% | -603.7% | -37.0% |
| 5Y | -22.4% | +180.7% | -203.1% | -40.5% |
| 10Y | +24.6% | +2,796.3% | -2,771.7% | -28.4% |
| All | +37.6% | +1,694.1% | -1,656.5% | -18.5% |
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