-2.0%
ELV vs NTRA
+507.7%
-509.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | +0.5% |
| 7D | +3.2% | +0.2% | +3.0% | +3.2% |
| 30D | +5.4% | +4.1% | +1.3% | +5.1% |
| 3M | +5.4% | +50.0% | -44.7% | +2.7% |
| 6M | +45.7% | +67.3% | -21.6% | +40.5% |
| YTD | +21.2% | +43.6% | -22.4% | +17.9% |
| 1Y | +35.6% | +89.2% | -53.6% | +29.2% |
| 3Y | -2.0% | +502.5% | -504.6% | -13.9% |
| All | -2.0% | +507.7% | -509.7% | -13.9% |
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 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