+25.3%
ALL vs NTRA
+56.4%
-31.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | +0.2% |
| 7D | +5.0% | +2.7% | +2.3% | +5.3% |
| 30D | +13.3% | -19.2% | +32.5% | +10.8% |
| 3M | +3.2% | +2.7% | +0.5% | +5.0% |
| 6M | +25.3% | +63.4% | -38.0% | +36.6% |
| All | +25.3% | +56.4% | -31.0% | +36.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling