+497.4%
NTRA vs BAH
-28.1%
+525.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.8% | -6.1% | -1.8% |
| 7D | -0.5% | +2.4% | -2.9% | -0.8% |
| 30D | +4.3% | -2.9% | +7.2% | +4.6% |
| 3M | +50.6% | -1.3% | +52.0% | +50.9% |
| 6M | +63.9% | -0.9% | +64.8% | +63.8% |
| YTD | +42.4% | -8.2% | +50.6% | +42.8% |
| 1Y | +92.1% | -24.0% | +116.1% | +97.3% |
| All | +497.4% | -28.1% | +525.5% | +449.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling