+43.0%
EXC vs NTRA
+172.0%
-129.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.6% |
| 7D | -1.1% | +0.2% | -1.3% | -1.1% |
| 30D | -3.6% | +4.1% | -7.8% | -3.8% |
| 3M | -4.3% | +50.0% | -54.3% | -5.3% |
| 6M | -9.9% | +67.3% | -77.3% | -11.3% |
| YTD | +1.8% | +43.6% | -41.8% | +0.6% |
| 1Y | +2.9% | +89.2% | -86.4% | +0.8% |
| 3Y | +19.1% | +502.5% | -483.4% | +9.6% |
| All | +43.0% | +172.0% | -129.0% | +31.4% |
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 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