+177.1%
ECL vs NTRA
+1,700.8%
-1,523.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.3% |
| 7D | -0.8% | +1.1% | -1.8% | -0.9% |
| 30D | -2.5% | +0.6% | -3.1% | -2.6% |
| 3M | +8.3% | +51.8% | -43.5% | +3.4% |
| 6M | -1.1% | +63.6% | -64.7% | -6.8% |
| YTD | +6.5% | +41.5% | -35.0% | +1.7% |
| 1Y | +2.1% | +93.6% | -91.6% | -5.8% |
| 3Y | +57.6% | +498.0% | -440.4% | +26.9% |
| 5Y | +28.1% | +172.5% | -144.4% | +6.6% |
| 10Y | +153.2% | +2,960.8% | -2,807.6% | +63.2% |
| All | +177.1% | +1,700.8% | -1,523.6% | +81.0% |
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