+65.9%
BLK vs NTRA
+507.7%
-441.8%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.8% | +1.5% |
| 7D | -3.3% | +0.2% | -3.5% | -3.3% |
| 30D | -6.5% | +4.1% | -10.6% | -7.1% |
| 3M | +6.7% | +50.0% | -43.3% | -0.3% |
| 6M | +14.7% | +67.3% | -52.6% | +4.6% |
| YTD | +2.5% | +43.6% | -41.1% | -4.6% |
| 1Y | -2.8% | +89.2% | -92.0% | -13.7% |
| 3Y | +65.9% | +502.5% | -436.7% | +20.4% |
| All | +65.9% | +507.7% | -441.8% | +20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling