+24.5%
BX vs NTRA
+507.7%
-483.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +2.3% |
| 7D | -5.6% | +0.2% | -5.8% | -5.7% |
| 30D | -12.2% | +4.1% | -16.3% | -13.1% |
| 3M | +7.4% | +50.0% | -42.6% | -4.0% |
| 6M | +22.2% | +67.3% | -45.1% | +5.3% |
| YTD | -14.0% | +43.6% | -57.6% | -23.3% |
| 1Y | -27.3% | +89.2% | -116.5% | -40.2% |
| 3Y | +24.5% | +502.5% | -478.0% | -23.3% |
| All | +24.5% | +507.7% | -483.1% | -23.3% |
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