+19.6%
BTDR vs NTRA
+202.0%
-182.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.9% | +3.5% |
| 7D | -3.4% | +0.2% | -3.6% | -3.5% |
| 30D | +32.6% | +4.1% | +28.5% | +31.5% |
| 3M | -32.2% | +50.0% | -82.3% | -38.6% |
| 6M | +52.4% | +67.3% | -14.9% | +34.6% |
| YTD | +6.7% | +43.6% | -36.9% | -2.9% |
| 1Y | -15.2% | +89.2% | -104.5% | -27.0% |
| 3Y | +14.9% | +502.5% | -487.7% | -9.3% |
| 5Y | +20.8% | +173.8% | -153.0% | -5.5% |
| All | +19.6% | +202.0% | -182.4% | -6.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling