+99.0%
NTRA vs BWA
+17.4%
+81.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.2% | +0.8% |
| 7D | -7.9% | -9.9% | +2.0% | -7.2% |
| 30D | -8.1% | -16.4% | +8.2% | -7.0% |
| 3M | +42.1% | -19.8% | +61.9% | +44.6% |
| 6M | +84.8% | -10.0% | +94.8% | +84.8% |
| YTD | +70.7% | +12.7% | +57.9% | +70.5% |
| 1Y | +99.0% | +15.7% | +83.4% | +99.7% |
| All | +99.0% | +17.4% | +81.7% | +99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling