+1,008.9%
BE vs NTRA
+1,337.4%
-328.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.2% | +10.9% | +10.2% |
| 7D | +29.8% | +1.1% | +28.7% | +29.1% |
| 30D | +26.4% | +0.6% | +25.8% | +26.0% |
| 3M | +9.3% | +51.8% | -42.5% | -10.6% |
| 6M | +105.1% | +63.6% | +41.5% | +59.1% |
| YTD | +219.0% | +41.5% | +177.6% | +163.1% |
| 1Y | +418.8% | +93.6% | +325.1% | +273.3% |
| 3Y | +1,784.6% | +498.0% | +1,286.5% | +679.5% |
| 5Y | +1,251.0% | +172.5% | +1,078.5% | +603.2% |
| All | +1,008.9% | +1,337.4% | -328.5% | +188.8% |
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 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