-24.3%
BAX vs NTRA
+1,700.8%
-1,725.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.2% | -2.5% | -3.7% |
| 7D | -2.4% | +1.1% | -3.5% | -2.5% |
| 30D | -9.7% | +0.6% | -10.4% | -9.8% |
| 3M | +29.3% | +51.8% | -22.6% | +24.6% |
| 6M | +40.7% | +63.6% | -22.9% | +34.5% |
| YTD | +30.3% | +41.5% | -11.2% | +25.8% |
| 1Y | +3.4% | +93.6% | -90.2% | -2.7% |
| 3Y | -32.0% | +498.0% | -530.1% | -41.9% |
| 5Y | -66.9% | +172.5% | -239.3% | -71.1% |
| 10Y | -37.1% | +2,960.8% | -2,997.9% | -56.0% |
| All | -24.3% | +1,700.8% | -1,725.1% | -46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling