+1,711.9%
NTRA vs BHP
+365.3%
+1,346.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.3% | +4.0% | +1.1% |
| 7D | -0.5% | -3.7% | +3.3% | +1.1% |
| 30D | +4.3% | -0.8% | +5.1% | +4.6% |
| 3M | +50.6% | +7.6% | +43.0% | +45.1% |
| 6M | +63.9% | +20.8% | +43.1% | +49.1% |
| YTD | +42.4% | +50.8% | -8.4% | +16.5% |
| 1Y | +92.1% | +70.9% | +21.2% | +47.9% |
| 3Y | +501.7% | +78.0% | +423.7% | +343.6% |
| 5Y | +171.4% | +113.1% | +58.4% | +79.3% |
| 10Y | +3,161.4% | +483.0% | +2,678.4% | +1,315.0% |
| All | +1,711.9% | +365.3% | +1,346.6% | +643.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling