+1,735.1%
NTRA vs BB
-6.2%
+1,741.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.3% |
| 7D | +1.6% | +1.8% | -0.3% | +1.1% |
| 30D | +3.8% | -12.2% | +16.0% | +6.6% |
| 3M | +48.2% | -12.3% | +60.6% | +50.4% |
| 6M | +61.0% | +122.7% | -61.7% | +27.1% |
| YTD | +44.2% | +104.5% | -60.3% | +16.2% |
| 1Y | +87.3% | +106.7% | -19.4% | +48.9% |
| 3Y | +509.4% | +70.0% | +439.5% | +374.2% |
| 5Y | +175.1% | -27.8% | +202.9% | +154.5% |
| 10Y | +3,203.1% | +2.4% | +3,200.7% | +1,836.3% |
| All | +1,735.1% | -6.2% | +1,741.2% | +985.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling