+18.0%
EXE vs NTRA
+507.7%
-489.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.2% |
| 7D | -3.1% | +0.2% | -3.4% | -3.2% |
| 30D | -0.9% | +4.1% | -5.0% | -1.2% |
| 3M | +9.6% | +50.0% | -40.5% | +6.3% |
| 6M | -11.6% | +67.3% | -78.9% | -15.2% |
| YTD | -12.6% | +43.6% | -56.1% | -15.0% |
| 1Y | +1.2% | +89.2% | -88.1% | -4.3% |
| 3Y | +18.0% | +502.5% | -484.5% | +12.5% |
| All | +18.0% | +507.7% | -489.6% | +12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling