+11.8%
D vs NTRA
+92.9%
-81.1%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -1.9% | -1.1% |
| 7D | -2.2% | +0.2% | -2.5% | -2.2% |
| 30D | -4.5% | +4.1% | -8.6% | -4.5% |
| 3M | -2.5% | +50.0% | -52.6% | -2.8% |
| 6M | +5.5% | +67.3% | -61.8% | +5.4% |
| YTD | +13.3% | +43.6% | -30.3% | +11.3% |
| 1Y | +11.8% | +89.2% | -77.4% | +11.2% |
| All | +11.8% | +92.9% | -81.1% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling