+59.8%
D vs NTRA
+1,700.8%
-1,641.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.6% |
| 7D | +0.8% | +1.1% | -0.3% | +0.7% |
| 30D | -0.7% | +0.6% | -1.4% | -0.8% |
| 3M | +2.1% | +51.8% | -49.8% | +0.5% |
| 6M | +6.8% | +63.6% | -56.8% | +4.8% |
| YTD | +16.5% | +41.5% | -25.0% | +14.8% |
| 1Y | +19.2% | +93.6% | -74.5% | +16.0% |
| 3Y | +61.9% | +498.0% | -436.2% | +50.1% |
| 5Y | +6.5% | +172.5% | -165.9% | -0.7% |
| 10Y | +35.3% | +2,960.8% | -2,925.5% | +21.2% |
| All | +59.8% | +1,700.8% | -1,641.0% | +43.1% |
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 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