+1,727.4%
NTRA vs BRO
+342.4%
+1,385.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | +0.2% | -7.3% | +7.6% | +4.4% |
| 30D | +4.1% | -6.9% | +11.0% | +7.9% |
| 3M | +50.0% | +10.7% | +39.4% | +39.1% |
| 6M | +67.3% | -2.7% | +70.0% | +66.1% |
| YTD | +43.6% | -16.3% | +59.9% | +54.1% |
| 1Y | +89.2% | -29.1% | +118.3% | +123.0% |
| 3Y | +502.5% | -7.8% | +510.4% | +470.3% |
| 5Y | +173.8% | +18.7% | +155.0% | +105.5% |
| 10Y | +3,189.3% | +291.9% | +2,897.4% | +968.3% |
| All | +1,727.4% | +342.4% | +1,385.0% | +479.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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