+363.2%
ETR vs NTRA
+1,735.1%
-1,371.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.3% |
| 7D | +0.4% | +1.6% | -1.2% | +0.3% |
| 30D | +2.0% | +3.8% | -1.7% | +1.8% |
| 3M | -1.7% | +48.2% | -49.9% | -3.7% |
| 6M | +3.6% | +61.0% | -57.4% | +0.8% |
| YTD | +18.0% | +44.2% | -26.1% | +15.4% |
| 1Y | +26.2% | +87.3% | -61.0% | +21.7% |
| 3Y | +148.0% | +509.4% | -361.4% | +122.7% |
| 5Y | +126.1% | +175.1% | -49.1% | +107.2% |
| 10Y | +302.3% | +3,203.1% | -2,900.8% | +228.8% |
| All | +363.2% | +1,735.1% | -1,371.8% | +282.6% |
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