+305.8%
EWY vs NTRA
+1,711.9%
-1,406.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.3% | -2.9% | -4.0% |
| 7D | +1.2% | -0.5% | +1.7% | +1.3% |
| 30D | +9.3% | +4.3% | +5.0% | +8.8% |
| 3M | +2.4% | +50.6% | -48.2% | -2.7% |
| 6M | +40.3% | +63.9% | -23.7% | +31.6% |
| YTD | +88.0% | +42.4% | +45.6% | +78.9% |
| 1Y | +143.8% | +92.1% | +51.7% | +124.1% |
| 3Y | +217.8% | +501.7% | -284.0% | +154.1% |
| 5Y | +142.7% | +171.4% | -28.7% | +100.8% |
| 10Y | +291.7% | +3,161.4% | -2,869.7% | +159.1% |
| All | +305.8% | +1,711.9% | -1,406.1% | +166.5% |
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 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