+89.2%
NTRA vs BG
+53.0%
+36.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +0.5% |
| 7D | +0.2% | +3.1% | -2.9% | +0.8% |
| 30D | +4.1% | +10.2% | -6.1% | +6.0% |
| 3M | +50.0% | -1.7% | +51.7% | +52.0% |
| 6M | +67.3% | +1.0% | +66.3% | +69.4% |
| YTD | +43.6% | +39.9% | +3.7% | +43.1% |
| 1Y | +89.2% | +53.2% | +36.0% | +84.5% |
| All | +89.2% | +53.0% | +36.3% | +84.5% |
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