+75.6%
BAC vs NTRA
+171.1%
-95.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | 0.0% |
| 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% | +9.9% |
| 6M | +30.2% | +63.9% | -33.8% | +22.5% |
| YTD | +15.6% | +42.4% | -26.8% | +10.1% |
| 1Y | +27.5% | +92.1% | -64.6% | +17.5% |
| 3Y | +137.0% | +501.7% | -364.7% | +93.9% |
| 5Y | +75.6% | +171.4% | -95.9% | +42.3% |
| All | +75.6% | +171.1% | -95.5% | +42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling