+486.1%
EWT vs NTRA
+1,711.9%
-1,225.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.3% | -2.4% |
| 7D | -1.1% | -0.5% | -0.6% | -1.0% |
| 30D | +4.8% | +4.3% | +0.5% | +4.3% |
| 3M | +11.1% | +50.6% | -39.5% | +6.0% |
| 6M | +54.6% | +63.9% | -9.3% | +45.6% |
| YTD | +71.4% | +42.4% | +29.1% | +63.6% |
| 1Y | +82.1% | +92.1% | -10.0% | +68.2% |
| 3Y | +193.2% | +501.7% | -308.5% | +138.6% |
| 5Y | +146.1% | +171.4% | -25.4% | +106.4% |
| 10Y | +505.0% | +3,161.4% | -2,656.4% | +304.4% |
| All | +486.1% | +1,711.9% | -1,225.8% | +302.2% |
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