+174.8%
EXE vs NTRA
+177.3%
-2.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -1.8% |
| 7D | -2.7% | +1.6% | -4.3% | -2.9% |
| 30D | -0.4% | +3.8% | -4.1% | -0.7% |
| 3M | +9.5% | +48.2% | -38.8% | +5.4% |
| 6M | -9.3% | +61.0% | -70.3% | -13.7% |
| YTD | -10.9% | +44.2% | -55.1% | -14.4% |
| 1Y | +4.3% | +87.3% | -83.0% | -2.4% |
| 3Y | +18.8% | +509.4% | -490.6% | -1.8% |
| 5Y | +101.4% | +175.1% | -73.7% | +69.5% |
| All | +174.8% | +177.3% | -2.5% | +129.3% |
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