+16.1%
ADP vs NTRA
+507.7%
-491.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.9% |
| 7D | -2.8% | +0.2% | -3.0% | -2.8% |
| 30D | +0.2% | +4.1% | -3.9% | 0.0% |
| 3M | +20.5% | +50.0% | -29.6% | +16.6% |
| 6M | +28.8% | +67.3% | -38.5% | +23.0% |
| YTD | +6.6% | +43.6% | -37.0% | +3.0% |
| 1Y | -6.9% | +89.2% | -96.1% | -12.4% |
| 3Y | +16.1% | +502.5% | -486.4% | +0.8% |
| All | +16.1% | +507.7% | -491.5% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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