+502.5%
NTRA vs BB
+64.9%
+437.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.9% | +0.6% |
| 7D | +0.2% | -0.4% | +0.6% | +0.3% |
| 30D | +4.1% | -12.5% | +16.6% | +6.0% |
| 3M | +50.0% | -17.4% | +67.5% | +53.0% |
| 6M | +67.3% | +119.1% | -51.8% | +42.2% |
| YTD | +43.6% | +102.4% | -58.8% | +23.8% |
| 1Y | +89.2% | +98.2% | -8.9% | +62.4% |
| 3Y | +502.5% | +46.9% | +455.6% | +390.3% |
| All | +502.5% | +64.9% | +437.6% | +390.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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