+99.0%
NTRA vs BHP
+53.4%
+45.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | -0.2% |
| 7D | -7.9% | -2.5% | -5.3% | -7.1% |
| 30D | -8.1% | -7.7% | -0.4% | -5.7% |
| 3M | +42.1% | -6.4% | +48.5% | +45.4% |
| 6M | +84.8% | +5.2% | +79.7% | +79.8% |
| YTD | +70.7% | +38.3% | +32.4% | +52.7% |
| 1Y | +99.0% | +53.4% | +45.7% | +82.2% |
| All | +99.0% | +53.4% | +45.6% | +82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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