+1,711.9%
NTRA vs BTI
+105.8%
+1,606.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.2% | -1.6% |
| 7D | -0.5% | -2.0% | +1.5% | +0.1% |
| 30D | +4.3% | -3.4% | +7.7% | +5.3% |
| 3M | +50.6% | -9.0% | +59.6% | +54.3% |
| 6M | +63.9% | -5.0% | +68.9% | +65.0% |
| YTD | +42.4% | -0.3% | +42.7% | +40.4% |
| 1Y | +92.1% | +3.1% | +89.0% | +86.9% |
| 3Y | +501.7% | +111.0% | +390.8% | +347.9% |
| 5Y | +171.4% | +117.0% | +54.4% | +96.5% |
| 10Y | +3,161.4% | +73.9% | +3,087.5% | +2,255.5% |
| All | +1,711.9% | +105.8% | +1,606.1% | +1,172.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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