+497.4%
NTRA vs BBWI
-48.6%
+546.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.1% |
| 7D | -0.5% | -8.0% | +7.5% | +0.7% |
| 30D | +4.3% | -6.6% | +10.9% | +4.9% |
| 3M | +50.6% | -2.7% | +53.3% | +50.6% |
| 6M | +63.9% | -12.8% | +76.7% | +65.5% |
| YTD | +42.4% | -10.5% | +52.8% | +42.8% |
| 1Y | +92.1% | -35.3% | +127.4% | +101.5% |
| All | +497.4% | -48.6% | +546.0% | +468.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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