+128.6%
EFA vs NTRA
+1,711.9%
-1,583.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.4% | -0.7% |
| 7D | -2.4% | -0.5% | -1.9% | -2.3% |
| 30D | -2.2% | +4.3% | -6.5% | -2.7% |
| 3M | +5.7% | +50.6% | -45.0% | +1.4% |
| 6M | +8.2% | +63.9% | -55.8% | +2.6% |
| YTD | +11.8% | +42.4% | -30.6% | +7.2% |
| 1Y | +18.3% | +92.1% | -73.8% | +10.2% |
| 3Y | +64.9% | +501.7% | -436.8% | +36.4% |
| 5Y | +52.4% | +171.4% | -119.1% | +29.7% |
| 10Y | +142.4% | +3,161.4% | -3,019.0% | +65.3% |
| All | +128.6% | +1,711.9% | -1,583.3% | +56.1% |
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