+70.2%
EWZ vs NTRA
+1,672.7%
-1,602.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.5% |
| 7D | +0.8% | +2.7% | -2.0% | +0.4% |
| 30D | -24.4% | -19.2% | -5.2% | -22.6% |
| 3M | -4.6% | +2.7% | -7.3% | -5.3% |
| 6M | -11.6% | +63.4% | -74.9% | -17.6% |
| YTD | +2.4% | +39.3% | -36.9% | -3.2% |
| 1Y | +2.1% | +59.0% | -56.9% | -5.1% |
| 3Y | +18.7% | +557.4% | -538.7% | -8.9% |
| 5Y | +54.2% | +177.4% | -123.2% | +24.6% |
| 10Y | +65.9% | +2,761.8% | -2,695.9% | -0.5% |
| All | +70.2% | +1,672.7% | -1,602.5% | +0.7% |
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 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