+171.2%
NTRA vs BBWI
-69.2%
+240.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.9% |
| 7D | -0.5% | -8.0% | +7.5% | +1.4% |
| 30D | +4.3% | -6.6% | +10.9% | +5.3% |
| 3M | +50.6% | -2.7% | +53.3% | +50.2% |
| 6M | +63.9% | -12.8% | +76.7% | +66.5% |
| YTD | +42.4% | -10.5% | +52.8% | +42.7% |
| 1Y | +92.1% | -35.3% | +127.4% | +106.0% |
| 3Y | +501.7% | -47.7% | +549.5% | +535.8% |
| All | +171.2% | -69.2% | +240.4% | +263.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling