+132.0%
C vs NTRA
+177.1%
-45.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.5% |
| 7D | +2.6% | +1.6% | +1.0% | +2.3% |
| 30D | +1.9% | +3.8% | -1.8% | +1.3% |
| 3M | +2.8% | +48.2% | -45.4% | -3.4% |
| 6M | +30.6% | +61.0% | -30.4% | +20.7% |
| YTD | +19.9% | +44.2% | -24.3% | +12.3% |
| 1Y | +44.6% | +87.3% | -42.7% | +30.5% |
| 3Y | +272.1% | +509.4% | -237.3% | +187.7% |
| 5Y | +132.0% | +175.1% | -43.1% | +79.4% |
| All | +132.0% | +177.1% | -45.2% | +79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling