+14.9%
BTDR vs NTRA
+507.7%
-492.8%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.9% | +3.2% |
| 7D | -3.4% | +0.2% | -3.6% | -3.6% |
| 30D | +32.6% | +4.1% | +28.5% | +29.7% |
| 3M | -32.2% | +50.0% | -82.3% | -48.9% |
| 6M | +52.4% | +67.3% | -14.9% | +5.3% |
| YTD | +6.7% | +43.6% | -36.9% | -19.3% |
| 1Y | -15.2% | +89.2% | -104.5% | -47.2% |
| 3Y | +14.9% | +502.5% | -487.7% | -68.4% |
| All | +14.9% | +507.7% | -492.8% | -68.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling