+712.0%
ETN vs NTRA
+1,727.4%
-1,015.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.9% | +3.1% | +3.9% |
| 7D | +3.5% | +0.2% | +3.3% | +3.5% |
| 30D | -7.5% | +4.1% | -11.6% | -8.0% |
| 3M | +8.3% | +50.0% | -41.7% | +2.4% |
| 6M | +20.2% | +67.3% | -47.1% | +11.5% |
| YTD | +34.7% | +43.6% | -8.9% | +27.0% |
| 1Y | +19.4% | +89.2% | -69.8% | +8.6% |
| 3Y | +85.5% | +502.5% | -417.0% | +45.3% |
| 5Y | +186.6% | +173.8% | +12.8% | +134.0% |
| 10Y | +724.7% | +3,189.3% | -2,464.6% | +385.1% |
| All | +712.0% | +1,727.4% | -1,015.4% | +391.7% |
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