+422.4%
B vs NTRA
+1,700.8%
-1,278.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.2% | -1.4% |
| 7D | +2.3% | +1.1% | +1.3% | +2.3% |
| 30D | +1.4% | +0.6% | +0.7% | +1.3% |
| 3M | +12.2% | +51.8% | -39.7% | +9.0% |
| 6M | -2.1% | +63.6% | -65.7% | -5.5% |
| YTD | +2.9% | +41.5% | -38.6% | +0.2% |
| 1Y | +55.3% | +93.6% | -38.3% | +48.5% |
| 3Y | +198.7% | +498.0% | -299.4% | +167.4% |
| 5Y | +153.8% | +172.5% | -18.7% | +128.5% |
| 10Y | +193.4% | +2,960.8% | -2,767.4% | +158.6% |
| All | +422.4% | +1,700.8% | -1,278.4% | +384.6% |
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 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