+693.4%
COST vs NTRA
+1,711.9%
-1,018.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.2% | +0.1% |
| 7D | -2.5% | -0.5% | -2.0% | -2.5% |
| 30D | -4.4% | +4.3% | -8.7% | -4.7% |
| 3M | -8.1% | +50.6% | -58.7% | -10.9% |
| 6M | -9.2% | +63.9% | -73.2% | -12.8% |
| YTD | +5.1% | +42.4% | -37.3% | +1.8% |
| 1Y | -5.1% | +92.1% | -97.2% | -10.2% |
| 3Y | +70.4% | +501.7% | -431.4% | +47.4% |
| 5Y | +104.7% | +171.4% | -66.7% | +79.9% |
| 10Y | +608.8% | +3,161.4% | -2,552.6% | +442.0% |
| All | +693.4% | +1,711.9% | -1,018.5% | +517.5% |
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