+22.3%
BND vs NTRA
+1,727.4%
-1,705.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -0.1% |
| 7D | -1.0% | +0.2% | -1.2% | -1.0% |
| 30D | -1.1% | +4.1% | -5.2% | -1.2% |
| 3M | -1.9% | +50.0% | -51.9% | -2.2% |
| 6M | -1.6% | +67.3% | -68.9% | -2.1% |
| YTD | -1.2% | +43.6% | -44.8% | -1.6% |
| 1Y | -0.7% | +89.2% | -90.0% | -1.3% |
| 3Y | +12.5% | +502.5% | -490.0% | +10.7% |
| 5Y | -2.5% | +173.8% | -176.3% | -4.1% |
| 10Y | +14.9% | +3,189.3% | -3,174.4% | +13.2% |
| All | +22.3% | +1,727.4% | -1,705.1% | +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 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