+97.0%
NTRA vs BG
+50.1%
+46.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | 0.0% |
| 7D | +0.6% | +2.8% | -2.2% | +1.1% |
| 30D | +19.5% | +12.0% | +7.5% | +21.8% |
| 3M | +47.8% | -7.7% | +55.5% | +48.6% |
| 6M | +61.6% | +4.5% | +57.1% | +61.6% |
| YTD | +43.3% | +35.7% | +7.6% | +41.1% |
| 1Y | +97.0% | +50.1% | +47.0% | +89.3% |
| All | +97.0% | +50.1% | +46.9% | +89.3% |
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