+16.3%
BX vs NTRA
+58.3%
-42.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.6% | -2.6% |
| 7D | -8.9% | -0.5% | -8.4% | -8.8% |
| 30D | -14.8% | +4.3% | -19.1% | -15.4% |
| 3M | +6.9% | +50.6% | -43.7% | -2.7% |
| 6M | +16.3% | +63.9% | -47.6% | +1.0% |
| All | +16.3% | +58.3% | -42.1% | +1.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling