+3,059.8%
NTRA vs BNS
+188.9%
+2,870.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.4% |
| 7D | +0.2% | -0.4% | +0.6% | +0.5% |
| 30D | +4.1% | +3.5% | +0.7% | +1.5% |
| 3M | +50.0% | +14.1% | +36.0% | +37.0% |
| 6M | +67.3% | +33.8% | +33.5% | +37.9% |
| YTD | +43.6% | +29.5% | +14.1% | +20.4% |
| 1Y | +89.2% | +48.4% | +40.8% | +44.9% |
| 3Y | +502.5% | +129.6% | +372.9% | +243.0% |
| 5Y | +173.8% | +96.1% | +77.7% | +69.4% |
| All | +3,059.8% | +188.9% | +2,870.9% | +1,563.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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