-28.2%
EW vs NTRA
+171.1%
-199.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +1.9% | +0.9% |
| 7D | -3.4% | -0.5% | -2.9% | -3.3% |
| 30D | -7.4% | +4.3% | -11.6% | -8.1% |
| 3M | +0.9% | +50.6% | -49.7% | -6.8% |
| 6M | +1.2% | +63.9% | -62.8% | -8.5% |
| YTD | +1.8% | +42.4% | -40.6% | -5.8% |
| 1Y | +10.8% | +92.1% | -81.2% | -3.1% |
| 3Y | +17.1% | +501.7% | -484.6% | -18.3% |
| 5Y | -28.2% | +171.4% | -199.7% | -46.5% |
| All | -28.2% | +171.1% | -199.3% | -46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling