+89.4%
EWZ vs NTRA
+3,199.2%
-3,109.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.8% | -1.1% |
| 7D | +0.9% | +0.2% | +0.6% | +0.8% |
| 30D | +12.8% | +4.1% | +8.7% | +12.2% |
| 3M | +10.8% | +50.0% | -39.3% | +4.3% |
| 6M | +2.5% | +67.3% | -64.8% | -5.3% |
| YTD | +21.4% | +43.6% | -22.2% | +14.2% |
| 1Y | +32.8% | +89.2% | -56.5% | +20.3% |
| 3Y | +45.2% | +502.5% | -457.4% | +10.1% |
| 5Y | +63.0% | +173.8% | -110.8% | +30.4% |
| All | +89.4% | +3,199.2% | -3,109.8% | +7.0% |
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