+3,059.8%
NTRA vs BLDR
+383.3%
+2,676.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | 0.0% |
| 7D | +0.2% | -8.2% | +8.5% | +3.2% |
| 30D | +4.1% | -16.6% | +20.7% | +10.5% |
| 3M | +50.0% | -23.2% | +73.2% | +62.4% |
| 6M | +67.3% | -33.7% | +101.0% | +89.3% |
| YTD | +43.6% | -41.3% | +84.9% | +67.2% |
| 1Y | +89.2% | -58.8% | +148.1% | +147.7% |
| 3Y | +502.5% | -57.5% | +560.0% | +620.0% |
| 5Y | +173.8% | +12.9% | +160.9% | +114.7% |
| All | +3,059.8% | +383.3% | +2,676.4% | +1,022.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 10y: compounded portfolio wealth divided by compounded BLDR 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…
10y analysis · Full analysis span regression · 6 months rolling