+115.7%
EEM vs NTRA
+1,711.9%
-1,596.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -2.0% |
| 7D | -0.7% | -0.5% | -0.2% | -0.6% |
| 30D | +2.4% | +4.3% | -1.9% | +1.9% |
| 3M | +4.2% | +50.6% | -46.5% | -0.8% |
| 6M | +14.8% | +63.9% | -49.2% | +7.9% |
| YTD | +23.1% | +42.4% | -19.3% | +17.3% |
| 1Y | +32.5% | +92.1% | -59.5% | +22.1% |
| 3Y | +85.9% | +501.7% | -415.8% | +48.6% |
| 5Y | +43.6% | +171.4% | -127.9% | +18.8% |
| 10Y | +127.2% | +3,161.4% | -3,034.2% | +46.2% |
| All | +115.7% | +1,711.9% | -1,596.2% | +38.9% |
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 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