-39.3%
BAX vs NTRA
+3,199.2%
-3,238.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.4% | -1.6% |
| 7D | -7.9% | +0.2% | -8.1% | -7.9% |
| 30D | -11.7% | +4.1% | -15.8% | -12.0% |
| 3M | +16.2% | +50.0% | -33.8% | +12.0% |
| 6M | +32.0% | +67.3% | -35.3% | +25.8% |
| YTD | +24.7% | +43.6% | -18.9% | +20.1% |
| 1Y | -2.6% | +89.2% | -91.9% | -8.4% |
| 3Y | -35.0% | +502.5% | -537.5% | -44.7% |
| 5Y | -67.6% | +173.8% | -241.3% | -71.8% |
| All | -39.3% | +3,199.2% | -3,238.5% | -57.8% |
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