+136.6%
EWJ vs NTRA
+1,727.4%
-1,590.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +2.1% |
| 7D | +0.3% | +0.2% | +0.1% | +0.3% |
| 30D | +0.8% | +4.1% | -3.3% | +0.4% |
| 3M | +7.5% | +50.0% | -42.5% | +3.6% |
| 6M | +15.6% | +67.3% | -51.7% | +10.1% |
| YTD | +22.7% | +43.6% | -20.8% | +18.2% |
| 1Y | +26.4% | +89.2% | -62.8% | +18.9% |
| 3Y | +72.5% | +502.5% | -430.0% | +46.4% |
| 5Y | +52.4% | +173.8% | -121.3% | +32.2% |
| 10Y | +143.8% | +3,189.3% | -3,045.5% | +75.1% |
| All | +136.6% | +1,727.4% | -1,590.8% | +71.1% |
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