+52.4%
ECL vs NTRA
+502.5%
-450.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.0% | -0.1% |
| 7D | -2.6% | -0.5% | -2.2% | -2.6% |
| 30D | -4.6% | +4.3% | -8.9% | -5.0% |
| 3M | +6.0% | +50.6% | -44.7% | +1.4% |
| 6M | -3.0% | +63.9% | -66.9% | -8.3% |
| YTD | +4.0% | +42.4% | -38.3% | -0.5% |
| 1Y | +2.0% | +92.1% | -90.1% | -5.7% |
| All | +52.4% | +502.5% | -450.1% | +17.3% |
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