+18.5%
EWZ vs NTRA
+547.5%
-529.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -1.1% |
| 7D | +1.3% | -19.7% | +21.0% | +3.9% |
| 30D | -26.2% | -22.1% | -4.0% | -24.1% |
| 3M | -8.6% | -2.0% | -6.6% | -8.7% |
| 6M | -17.0% | +60.6% | -77.7% | -22.9% |
| YTD | +2.2% | +36.2% | -34.0% | -3.6% |
| 1Y | +2.7% | +51.0% | -48.3% | -4.6% |
| All | +18.5% | +547.5% | -529.1% | -12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling