+409.0%
BNY vs NTRA
+1,727.4%
-1,318.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | 0.0% |
| 7D | -1.3% | +0.2% | -1.6% | -1.3% |
| 30D | -0.2% | +4.1% | -4.3% | -0.6% |
| 3M | +14.9% | +50.0% | -35.1% | +10.0% |
| 6M | +40.0% | +67.3% | -27.3% | +32.0% |
| YTD | +42.0% | +43.6% | -1.6% | +35.7% |
| 1Y | +56.9% | +89.2% | -32.4% | +45.7% |
| 3Y | +289.9% | +502.5% | -212.7% | +218.2% |
| 5Y | +259.2% | +173.8% | +85.4% | +202.3% |
| 10Y | +413.3% | +3,189.3% | -2,776.0% | +217.9% |
| All | +409.0% | +1,727.4% | -1,318.4% | +214.6% |
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