+58.8%
D vs NTRA
+1,723.2%
-1,664.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | +1.5% | +0.6% | +0.9% | +1.4% |
| 30D | -2.6% | +19.5% | -22.1% | -3.2% |
| 3M | 0.0% | +47.8% | -47.8% | -1.4% |
| 6M | +7.4% | +61.6% | -54.3% | +5.3% |
| YTD | +15.9% | +43.3% | -27.4% | +14.1% |
| 1Y | +18.1% | +97.0% | -78.9% | +14.9% |
| 3Y | +58.4% | +424.9% | -366.5% | +47.5% |
| 5Y | +5.2% | +165.2% | -160.0% | -1.9% |
| 10Y | +35.9% | +3,114.3% | -3,078.4% | +21.7% |
| All | +58.8% | +1,723.2% | -1,664.4% | +42.2% |
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 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