+61.1%
ENB vs NTRA
+172.0%
-111.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.8% | -1.0% |
| 7D | -4.7% | +0.2% | -4.9% | -4.7% |
| 30D | -5.9% | +4.1% | -10.0% | -6.1% |
| 3M | -14.2% | +50.0% | -64.3% | -16.3% |
| 6M | -8.6% | +67.3% | -75.9% | -11.5% |
| YTD | +3.9% | +43.6% | -39.7% | +1.3% |
| 1Y | +1.8% | +89.2% | -87.4% | -2.6% |
| 3Y | +68.5% | +502.5% | -434.1% | +46.3% |
| All | +61.1% | +172.0% | -111.0% | +41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling