+275.6%
EW vs NTRA
+1,723.2%
-1,447.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | -0.3% | +0.6% | -0.9% | -0.4% |
| 30D | +1.0% | +19.5% | -18.5% | -2.1% |
| 3M | +2.8% | +47.8% | -45.0% | -3.8% |
| 6M | +5.5% | +61.6% | -56.1% | -3.1% |
| YTD | +5.5% | +43.3% | -37.8% | -1.6% |
| 1Y | +11.0% | +97.0% | -86.0% | -1.6% |
| 3Y | +17.7% | +424.9% | -407.2% | -12.2% |
| 5Y | -25.7% | +165.2% | -190.9% | -42.6% |
| 10Y | +132.8% | +3,114.3% | -2,981.5% | +23.4% |
| All | +275.6% | +1,723.2% | -1,447.6% | +102.1% |
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 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