+236.7%
C vs NTRA
+1,723.2%
-1,486.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | +3.6% | +0.6% | +3.0% | +3.5% |
| 30D | +0.1% | +19.5% | -19.4% | -2.8% |
| 3M | +2.4% | +47.8% | -45.3% | -3.6% |
| 6M | +24.9% | +61.6% | -36.7% | +15.6% |
| YTD | +19.8% | +43.3% | -23.4% | +12.6% |
| 1Y | +44.9% | +97.0% | -52.2% | +30.0% |
| 3Y | +263.0% | +424.9% | -161.9% | +180.3% |
| 5Y | +129.5% | +165.2% | -35.6% | +83.3% |
| 10Y | +291.6% | +3,114.3% | -2,822.7% | +110.3% |
| All | +236.7% | +1,723.2% | -1,486.5% | +80.5% |
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