+209.9%
BKNG vs NTRA
+3,171.2%
-2,961.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.7% |
| 7D | -10.7% | -0.5% | -10.2% | -10.6% |
| 30D | -18.1% | +4.3% | -22.4% | -18.6% |
| 3M | +8.5% | +50.6% | -42.1% | +2.0% |
| 6M | -0.1% | +63.9% | -64.0% | -7.5% |
| YTD | -18.2% | +42.4% | -60.6% | -23.0% |
| 1Y | -19.9% | +92.1% | -111.9% | -27.8% |
| 3Y | +41.6% | +501.7% | -460.1% | +7.0% |
| 5Y | +93.1% | +171.4% | -78.3% | +52.0% |
| All | +209.9% | +3,171.2% | -2,961.3% | +98.8% |
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 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