+47.1%
EQT vs NTRA
+3,199.2%
-3,152.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.7% |
| 7D | -2.0% | +0.2% | -2.2% | -2.0% |
| 30D | 0.0% | +4.1% | -4.1% | -0.4% |
| 3M | +5.9% | +50.0% | -44.1% | +1.1% |
| 6M | -14.8% | +67.3% | -82.1% | -20.0% |
| YTD | +1.8% | +43.6% | -41.8% | -3.0% |
| 1Y | +7.4% | +89.2% | -81.9% | -0.8% |
| 3Y | +33.6% | +502.5% | -468.9% | +7.8% |
| 5Y | +199.3% | +173.8% | +25.6% | +150.4% |
| All | +47.1% | +3,199.2% | -3,152.1% | -12.5% |
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