+46.7%
ADP vs NTRA
+174.5%
-127.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.2% |
| 7D | -5.7% | +1.6% | -7.3% | -5.8% |
| 30D | -3.1% | +3.8% | -6.8% | -3.4% |
| 3M | +15.6% | +48.2% | -32.6% | +11.1% |
| 6M | +20.8% | +61.0% | -40.2% | +14.8% |
| YTD | +4.7% | +44.2% | -39.4% | +0.4% |
| 1Y | -8.3% | +87.3% | -95.6% | -14.4% |
| 3Y | +13.6% | +509.4% | -495.9% | -7.3% |
| All | +46.7% | +174.5% | -127.8% | +21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling