+502.5%
NTRA vs BRKR
-11.8%
+514.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | +0.2% | -8.7% | +8.9% | +2.9% |
| 30D | +4.1% | -9.9% | +14.0% | +7.2% |
| 3M | +50.0% | -3.1% | +53.1% | +48.3% |
| 6M | +67.3% | +45.5% | +21.8% | +43.8% |
| YTD | +43.6% | +13.7% | +29.9% | +32.3% |
| 1Y | +89.2% | +67.4% | +21.8% | +54.7% |
| 3Y | +502.5% | -13.2% | +515.8% | +448.1% |
| All | +502.5% | -11.8% | +514.3% | +448.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 3y: compounded portfolio wealth divided by compounded BRKR 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…
3y analysis · Full analysis span regression · 6 months rolling