+100.0%
EWZ vs NTRA
+1,723.2%
-1,623.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +6.5% | +0.6% | +5.9% | +6.4% |
| 30D | +4.8% | +19.5% | -14.7% | +2.3% |
| 3M | +9.9% | +47.8% | -37.9% | +4.2% |
| 6M | +1.9% | +61.6% | -59.7% | -4.8% |
| YTD | +20.3% | +43.3% | -23.0% | +13.8% |
| 1Y | +35.6% | +97.0% | -61.4% | +23.1% |
| 3Y | +43.4% | +424.9% | -381.5% | +13.2% |
| 5Y | +55.9% | +165.2% | -109.2% | +27.1% |
| 10Y | +84.2% | +3,114.3% | -3,030.1% | +9.9% |
| All | +100.0% | +1,723.2% | -1,623.2% | +18.4% |
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