+156.3%
ECL vs NTRA
+3,199.2%
-3,042.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.6% |
| 7D | -1.1% | +0.2% | -1.3% | -1.1% |
| 30D | -0.8% | +4.1% | -4.9% | -1.3% |
| 3M | +5.0% | +50.0% | -45.0% | -0.1% |
| 6M | +0.2% | +67.3% | -67.1% | -6.3% |
| YTD | +5.8% | +43.6% | -37.8% | +0.4% |
| 1Y | +1.5% | +89.2% | -87.7% | -6.8% |
| 3Y | +55.0% | +502.5% | -447.6% | +21.8% |
| 5Y | +29.3% | +173.8% | -144.5% | +5.8% |
| All | +156.3% | +3,199.2% | -3,042.9% | +51.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling