+68.5%
COST vs NTRA
+507.7%
-439.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.2% |
| 7D | -1.2% | +0.2% | -1.4% | -1.2% |
| 30D | -4.7% | +4.1% | -8.8% | -5.0% |
| 3M | -7.1% | +50.0% | -57.2% | -10.3% |
| 6M | -8.5% | +67.3% | -75.8% | -12.9% |
| YTD | +5.4% | +43.6% | -38.2% | +1.7% |
| 1Y | -5.6% | +89.2% | -94.9% | -12.2% |
| 3Y | +68.5% | +502.5% | -434.1% | +38.1% |
| All | +68.5% | +507.7% | -439.2% | +38.1% |
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