+392.9%
BAC vs NTRA
+3,199.2%
-2,806.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | +0.1% |
| 7D | 0.0% | +0.2% | -0.2% | 0.0% |
| 30D | -2.8% | +4.1% | -6.9% | -3.3% |
| 3M | +14.2% | +50.0% | -35.8% | +8.4% |
| 6M | +30.5% | +67.3% | -36.8% | +21.9% |
| YTD | +15.8% | +43.6% | -27.8% | +9.8% |
| 1Y | +26.2% | +89.2% | -63.1% | +15.6% |
| 3Y | +136.5% | +502.5% | -366.0% | +86.9% |
| 5Y | +75.9% | +173.8% | -97.8% | +45.0% |
| All | +392.9% | +3,199.2% | -2,806.3% | +171.9% |
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 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