+25.3%
BIL vs NTRA
+1,735.1%
-1,709.8%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | 0.0% |
| 7D | +0.1% | +1.6% | -1.5% | +0.1% |
| 30D | +0.3% | +3.8% | -3.5% | +0.3% |
| 3M | +0.9% | +48.2% | -47.3% | +0.9% |
| 6M | +1.8% | +61.0% | -59.2% | +1.8% |
| YTD | +2.5% | +44.2% | -41.7% | +2.5% |
| 1Y | +3.7% | +87.3% | -83.6% | +3.7% |
| 3Y | +14.1% | +509.4% | -495.3% | +14.1% |
| 5Y | +19.4% | +175.1% | -155.7% | +19.4% |
| 10Y | +25.2% | +3,203.1% | -3,177.9% | +25.3% |
| All | +25.3% | +1,735.1% | -1,709.8% | +25.4% |
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