+99.0%
NTRA vs BAH
+6.2%
+92.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.5% |
| 7D | -7.9% | +5.8% | -13.6% | -8.2% |
| 30D | -8.1% | +28.7% | -36.8% | -9.7% |
| 3M | +42.1% | +20.9% | +21.2% | +40.3% |
| 6M | +84.8% | +15.2% | +69.7% | +83.8% |
| YTD | +70.7% | +7.1% | +63.6% | +69.4% |
| 1Y | +99.0% | +6.4% | +92.7% | +97.9% |
| All | +99.0% | +6.2% | +92.9% | +97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 1y: compounded portfolio wealth divided by compounded BAH 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…
1y analysis · Full analysis span regression · 6 months rolling