+173.5%
NTRA vs BG
+81.8%
+91.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.0% |
| 7D | +0.2% | +3.1% | -2.9% | -0.1% |
| 30D | +4.1% | +10.2% | -6.1% | +3.1% |
| 3M | +50.0% | -1.7% | +51.7% | +50.3% |
| 6M | +67.3% | +1.0% | +66.3% | +66.5% |
| YTD | +43.6% | +39.9% | +3.7% | +35.7% |
| 1Y | +89.2% | +53.2% | +36.0% | +75.8% |
| 3Y | +502.5% | +16.3% | +486.3% | +476.7% |
| All | +173.5% | +81.8% | +91.7% | +120.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling