-44.6%
ALB vs NTRA
+174.5%
-219.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.9% | -4.7% | -3.3% |
| 7D | -8.6% | +1.6% | -10.2% | -9.0% |
| 30D | -4.0% | +3.8% | -7.8% | -5.1% |
| 3M | -17.4% | +48.2% | -65.6% | -26.6% |
| 6M | -25.4% | +61.0% | -86.3% | -36.2% |
| YTD | -10.5% | +44.2% | -54.7% | -21.0% |
| 1Y | +75.8% | +87.3% | -11.5% | +43.6% |
| 3Y | -28.5% | +509.4% | -537.9% | -58.3% |
| All | -44.6% | +174.5% | -219.1% | -62.0% |
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