+75.9%
DE vs NTRA
+507.7%
-431.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.4% |
| 7D | -2.6% | +0.2% | -2.8% | -2.6% |
| 30D | +9.0% | +4.1% | +4.9% | +8.6% |
| 3M | +19.1% | +50.0% | -30.9% | +14.7% |
| 6M | +14.4% | +67.3% | -52.9% | +8.7% |
| YTD | +45.9% | +43.6% | +2.4% | +40.0% |
| 1Y | +43.6% | +89.2% | -45.6% | +34.2% |
| 3Y | +75.9% | +502.5% | -426.7% | +40.8% |
| All | +75.9% | +507.7% | -431.8% | +40.8% |
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