+120.0%
BP vs NTRA
+1,700.8%
-1,580.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.7% | +2.5% |
| 7D | +0.9% | +1.1% | -0.1% | +0.8% |
| 30D | +9.1% | +0.6% | +8.5% | +9.0% |
| 3M | +3.9% | +51.8% | -47.9% | +0.2% |
| 6M | +13.6% | +63.6% | -50.0% | +8.5% |
| YTD | +34.0% | +41.5% | -7.5% | +29.3% |
| 1Y | +39.2% | +93.6% | -54.5% | +30.6% |
| 3Y | +36.4% | +498.0% | -461.6% | +14.5% |
| 5Y | +135.8% | +172.5% | -36.7% | +103.9% |
| 10Y | +125.0% | +2,960.8% | -2,835.8% | +51.0% |
| All | +120.0% | +1,700.8% | -1,580.7% | +45.7% |
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