+406.2%
ALL vs NTRA
+1,723.2%
-1,317.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | 0.0% | +0.6% | -0.6% | 0.0% |
| 30D | -1.5% | +19.5% | -21.0% | -2.7% |
| 3M | +23.6% | +47.8% | -24.1% | +20.4% |
| 6M | +22.3% | +61.6% | -39.3% | +18.3% |
| YTD | +26.5% | +43.3% | -16.7% | +23.0% |
| 1Y | +27.0% | +97.0% | -70.0% | +20.9% |
| 3Y | +149.6% | +424.9% | -275.3% | +119.8% |
| 5Y | +118.1% | +165.2% | -47.1% | +95.9% |
| 10Y | +369.0% | +3,114.3% | -2,745.3% | +245.8% |
| All | +406.2% | +1,723.2% | -1,317.0% | +265.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling