+117.8%
EW vs NTRA
+3,199.2%
-3,081.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.6% | -2.9% |
| 7D | -6.2% | +0.2% | -6.4% | -6.2% |
| 30D | -9.3% | +4.1% | -13.4% | -10.0% |
| 3M | -1.6% | +50.0% | -51.7% | -8.8% |
| 6M | -0.8% | +67.3% | -68.1% | -10.2% |
| YTD | -1.0% | +43.6% | -44.6% | -8.3% |
| 1Y | +8.2% | +89.2% | -81.1% | -4.6% |
| 3Y | +12.7% | +502.5% | -489.9% | -20.3% |
| 5Y | -30.2% | +173.8% | -204.0% | -47.6% |
| All | +117.8% | +3,199.2% | -3,081.4% | +2.1% |
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