+216.1%
C vs NTRA
+570.3%
-354.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.3% |
| 7D | +4.7% | -11.2% | +16.0% | +6.8% |
| 30D | +0.2% | -18.4% | +18.5% | +3.8% |
| 3M | -9.3% | +2.2% | -11.5% | -10.5% |
| 6M | -0.8% | +58.1% | -59.0% | -11.6% |
| YTD | +8.5% | +41.0% | -32.5% | -1.8% |
| 1Y | +23.1% | +54.1% | -31.1% | +9.2% |
| All | +216.1% | +570.3% | -354.2% | +104.0% |
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 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