+11.7%
D vs NTRA
+177.5%
-165.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.3% |
| 7D | -1.4% | +2.7% | -4.1% | -1.5% |
| 30D | +7.7% | -19.2% | +26.9% | +8.5% |
| 3M | -0.3% | +2.7% | -3.0% | -0.7% |
| 6M | +10.1% | +63.4% | -53.3% | +7.2% |
| YTD | +19.1% | +39.3% | -20.2% | +16.5% |
| 1Y | +15.9% | +59.0% | -43.1% | +12.6% |
| 3Y | +75.0% | +557.4% | -482.4% | +55.6% |
| All | +11.7% | +177.5% | -165.8% | -4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling