+273.0%
EMR vs NTRA
+3,199.2%
-2,926.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.4% |
| 7D | -0.4% | +0.2% | -0.6% | -0.4% |
| 30D | -6.8% | +4.1% | -10.9% | -7.4% |
| 3M | +7.5% | +50.0% | -42.6% | +0.6% |
| 6M | +9.9% | +67.3% | -57.4% | +0.7% |
| YTD | +16.0% | +43.6% | -27.6% | +8.5% |
| 1Y | +12.4% | +89.2% | -76.8% | +0.8% |
| 3Y | +60.2% | +502.5% | -442.3% | +19.6% |
| 5Y | +67.9% | +173.8% | -105.9% | +32.6% |
| All | +273.0% | +3,199.2% | -2,926.2% | +81.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling