+1,735.1%
NTRA vs BWA
+52.5%
+1,682.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.5% |
| 7D | +1.6% | +0.1% | +1.5% | +1.5% |
| 30D | +3.8% | -5.6% | +9.3% | +5.8% |
| 3M | +48.2% | -10.7% | +58.9% | +53.8% |
| 6M | +61.0% | +23.2% | +37.8% | +46.6% |
| YTD | +44.2% | +46.0% | -1.8% | +20.8% |
| 1Y | +87.3% | +51.2% | +36.1% | +54.0% |
| 3Y | +509.4% | +69.6% | +439.9% | +361.4% |
| 5Y | +175.1% | +86.6% | +88.5% | +96.1% |
| 10Y | +3,203.1% | +152.3% | +3,050.8% | +1,734.6% |
| All | +1,735.1% | +52.5% | +1,682.6% | +882.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling