+22.6%
BROS vs NTRA
+176.1%
-153.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -2.6% |
| 7D | -6.6% | +1.6% | -8.2% | -7.1% |
| 30D | -12.3% | +3.8% | -16.1% | -13.4% |
| 3M | -22.2% | +48.2% | -70.4% | -32.4% |
| 6M | -14.3% | +61.0% | -75.2% | -28.3% |
| YTD | -26.6% | +44.2% | -70.7% | -36.6% |
| 1Y | -31.5% | +87.3% | -118.8% | -46.1% |
| 3Y | +62.3% | +509.4% | -447.2% | -17.2% |
| All | +22.6% | +176.1% | -153.5% | -25.0% |
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