+102.9%
ENB vs NTRA
+1,735.1%
-1,632.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.8% |
| 7D | -0.3% | +1.6% | -1.9% | -0.4% |
| 30D | -1.1% | +3.8% | -4.8% | -1.4% |
| 3M | -8.5% | +48.2% | -56.7% | -11.7% |
| 6M | -4.5% | +61.0% | -65.5% | -8.9% |
| YTD | +9.1% | +44.2% | -35.1% | +4.8% |
| 1Y | +8.0% | +87.3% | -79.3% | +1.2% |
| 3Y | +77.8% | +509.4% | -431.6% | +47.0% |
| 5Y | +69.4% | +175.1% | -105.8% | +44.7% |
| 10Y | +100.5% | +3,203.1% | -3,102.6% | +36.0% |
| All | +102.9% | +1,735.1% | -1,632.2% | +37.0% |
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