+19.7%
BROS vs NTRA
+175.0%
-155.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.8% |
| 7D | -5.8% | +0.2% | -6.0% | -5.8% |
| 30D | -14.0% | +4.1% | -18.1% | -15.1% |
| 3M | -32.5% | +50.0% | -82.5% | -41.6% |
| 6M | -14.9% | +67.3% | -82.2% | -29.7% |
| YTD | -28.3% | +43.6% | -71.9% | -38.0% |
| 1Y | -34.0% | +89.2% | -123.2% | -48.3% |
| 3Y | +63.0% | +502.5% | -439.6% | -16.5% |
| All | +19.7% | +175.0% | -155.3% | -26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling