+263.0%
EMR vs NTRA
+1,735.1%
-1,472.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.4% |
| 7D | +0.9% | +1.6% | -0.7% | +0.7% |
| 30D | -5.0% | +3.8% | -8.7% | -5.5% |
| 3M | +5.9% | +48.2% | -42.3% | -0.2% |
| 6M | +7.3% | +61.0% | -53.6% | -0.4% |
| YTD | +14.6% | +44.2% | -29.6% | +7.7% |
| 1Y | +15.6% | +87.3% | -71.6% | +4.7% |
| 3Y | +60.2% | +509.4% | -449.3% | +22.2% |
| 5Y | +65.8% | +175.1% | -109.3% | +32.9% |
| 10Y | +277.4% | +3,203.1% | -2,925.7% | +103.9% |
| All | +263.0% | +1,735.1% | -1,472.1% | +97.0% |
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