+1,003.0%
BE vs NTRA
+1,358.7%
-355.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.9% | +5.8% | +6.3% |
| 7D | +9.0% | +0.2% | +8.8% | +8.9% |
| 30D | +16.3% | +4.1% | +12.2% | +14.1% |
| 3M | +10.8% | +50.0% | -39.2% | -9.0% |
| 6M | +73.2% | +67.3% | +5.9% | +32.9% |
| YTD | +217.4% | +43.6% | +173.8% | +160.0% |
| 1Y | +309.8% | +89.2% | +220.5% | +198.7% |
| 3Y | +1,726.2% | +502.5% | +1,223.6% | +652.7% |
| 5Y | +1,306.2% | +173.8% | +1,132.4% | +630.5% |
| All | +1,003.0% | +1,358.7% | -355.7% | +185.4% |
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 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