+303.5%
EWY vs NTRA
+3,199.2%
-2,895.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.4% | +3.1% |
| 7D | -0.1% | +0.2% | -0.3% | -0.1% |
| 30D | +7.3% | +4.1% | +3.2% | +6.8% |
| 3M | -5.1% | +50.0% | -55.2% | -10.3% |
| 6M | +42.1% | +67.3% | -25.2% | +31.9% |
| YTD | +94.1% | +43.6% | +50.5% | +83.5% |
| 1Y | +147.8% | +89.2% | +58.6% | +125.9% |
| 3Y | +222.9% | +502.5% | -279.6% | +151.2% |
| 5Y | +150.6% | +173.8% | -23.1% | +103.1% |
| All | +303.5% | +3,199.2% | -2,895.7% | +148.1% |
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 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