+99.0%
NTRA vs BG
+7.2%
+91.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | +1.3% |
| 7D | -7.9% | -3.8% | -4.1% | -9.0% |
| 30D | -8.1% | -9.6% | +1.5% | -10.8% |
| 3M | +42.1% | -8.5% | +50.6% | +39.2% |
| 6M | +84.8% | -23.0% | +107.9% | +74.6% |
| YTD | +70.7% | +10.9% | +59.8% | +75.9% |
| 1Y | +99.0% | +6.0% | +93.1% | +104.9% |
| All | +99.0% | +7.2% | +91.9% | +104.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling