+196.6%
B vs NTRA
+510.2%
-313.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.8% |
| 7D | +1.0% | +1.6% | -0.5% | +0.8% |
| 30D | +9.5% | +3.8% | +5.7% | +8.8% |
| 3M | +14.3% | +48.2% | -33.9% | +6.5% |
| 6M | -1.9% | +61.0% | -62.8% | -10.5% |
| YTD | +4.1% | +44.2% | -40.1% | -3.6% |
| 1Y | +56.1% | +87.3% | -31.2% | +39.1% |
| All | +196.6% | +510.2% | -313.7% | +109.1% |
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