+1,727.4%
NTRA vs BG
+91.6%
+1,635.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.3% |
| 7D | +0.2% | +3.1% | -2.9% | -0.7% |
| 30D | +4.1% | +10.2% | -6.1% | +1.0% |
| 3M | +50.0% | -1.7% | +51.7% | +49.6% |
| 6M | +67.3% | +1.0% | +66.3% | +64.3% |
| YTD | +43.6% | +39.9% | +3.7% | +26.6% |
| 1Y | +89.2% | +53.2% | +36.0% | +61.2% |
| 3Y | +502.5% | +16.3% | +486.3% | +449.7% |
| 5Y | +173.8% | +83.9% | +89.9% | +100.9% |
| 10Y | +3,189.3% | +165.1% | +3,024.2% | +1,703.6% |
| All | +1,727.4% | +91.6% | +1,635.8% | +674.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling