+513.6%
EWT vs NTRA
+3,199.2%
-2,685.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +1.0% | +1.7% |
| 7D | -1.1% | +0.2% | -1.4% | -1.2% |
| 30D | +4.5% | +4.1% | +0.3% | +3.9% |
| 3M | +8.3% | +50.0% | -41.8% | +2.9% |
| 6M | +54.2% | +67.3% | -13.1% | +44.2% |
| YTD | +74.6% | +43.6% | +31.0% | +65.8% |
| 1Y | +84.9% | +89.2% | -4.3% | +69.9% |
| 3Y | +197.5% | +502.5% | -305.0% | +137.7% |
| 5Y | +150.6% | +173.8% | -23.2% | +107.2% |
| All | +513.6% | +3,199.2% | -2,685.6% | +295.5% |
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 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