+58.5%
D vs NTRA
+510.2%
-451.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -1.7% |
| 7D | -0.4% | +1.6% | -2.0% | -0.5% |
| 30D | -2.1% | +3.8% | -5.8% | -2.2% |
| 3M | -0.7% | +48.2% | -49.0% | -2.1% |
| 6M | +5.6% | +61.0% | -55.4% | +3.7% |
| YTD | +14.6% | +44.2% | -29.6% | +12.8% |
| 1Y | +15.3% | +87.3% | -71.9% | +12.3% |
| All | +58.5% | +510.2% | -451.7% | +26.6% |
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