+62.3%
EWZ vs NTRA
+172.0%
-109.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.1% |
| 7D | +5.6% | +1.1% | +4.5% | +5.5% |
| 30D | +9.3% | +0.6% | +8.6% | +9.2% |
| 3M | +15.7% | +51.8% | -36.1% | +10.2% |
| 6M | +7.4% | +63.6% | -56.2% | +1.1% |
| YTD | +22.7% | +41.5% | -18.8% | +17.1% |
| 1Y | +36.4% | +93.6% | -57.3% | +25.8% |
| 3Y | +50.4% | +498.0% | -447.7% | +22.4% |
| All | +62.3% | +172.0% | -109.6% | +40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling