-2.6%
BAX vs NTRA
+92.9%
-95.6%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.4% | -1.7% |
| 7D | -7.9% | +0.2% | -8.1% | -7.9% |
| 30D | -11.7% | +4.1% | -15.8% | -12.2% |
| 3M | +16.2% | +50.0% | -33.8% | +9.0% |
| 6M | +32.0% | +67.3% | -35.3% | +20.7% |
| YTD | +24.7% | +43.6% | -18.9% | +13.3% |
| 1Y | -2.6% | +89.2% | -91.9% | -15.7% |
| All | -2.6% | +92.9% | -95.6% | -15.7% |
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