+1,700.8%
NTRA vs BAH
+247.9%
+1,452.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | +1.1% | -4.3% | +5.4% | +2.3% |
| 30D | +0.6% | -4.5% | +5.1% | +1.8% |
| 3M | +51.8% | -7.6% | +59.4% | +54.2% |
| 6M | +63.6% | -10.6% | +74.2% | +67.2% |
| YTD | +41.5% | -12.6% | +54.1% | +43.9% |
| 1Y | +93.6% | -27.0% | +120.6% | +106.9% |
| 3Y | +498.0% | -31.5% | +529.5% | +517.2% |
| 5Y | +172.5% | -3.8% | +176.3% | +141.0% |
| 10Y | +2,960.8% | +183.9% | +2,776.9% | +1,717.5% |
| All | +1,700.8% | +247.9% | +1,452.8% | +900.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling