+25.9%
BAC vs NTRA
+91.3%
-65.4%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | -0.1% |
| 7D | -0.3% | -0.5% | +0.2% | -0.2% |
| 30D | -1.8% | +4.3% | -6.0% | -2.2% |
| 3M | +15.3% | +50.6% | -35.4% | +9.8% |
| 6M | +30.2% | +63.9% | -33.8% | +21.7% |
| YTD | +15.6% | +42.4% | -26.8% | +8.3% |
| All | +25.9% | +91.3% | -65.4% | +11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling