+187.8%
EXC vs NTRA
+1,723.2%
-1,535.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.2% | -1.1% |
| 7D | +0.3% | +0.6% | -0.3% | +0.3% |
| 30D | -3.7% | +19.5% | -23.2% | -4.8% |
| 3M | -1.3% | +47.8% | -49.0% | -3.6% |
| 6M | -9.7% | +61.6% | -71.3% | -12.5% |
| YTD | +2.9% | +43.3% | -40.4% | +0.3% |
| 1Y | +4.4% | +97.0% | -92.6% | -0.2% |
| 3Y | +22.2% | +424.9% | -402.7% | +8.0% |
| 5Y | +46.7% | +165.2% | -118.5% | +32.0% |
| 10Y | +155.3% | +3,114.3% | -2,959.0% | +96.4% |
| All | +187.8% | +1,723.2% | -1,535.5% | +126.7% |
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