+93.1%
EXPE vs NTRA
+171.1%
-78.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.8% | +1.8% |
| 7D | -8.7% | -0.5% | -8.2% | -8.6% |
| 30D | -13.6% | +4.3% | -17.9% | -14.5% |
| 3M | +26.6% | +50.6% | -24.0% | +14.7% |
| 6M | +19.9% | +63.9% | -44.0% | +6.1% |
| YTD | -1.7% | +42.4% | -44.1% | -10.7% |
| 1Y | +29.4% | +92.1% | -62.6% | +9.7% |
| 3Y | +155.7% | +501.7% | -346.1% | +65.5% |
| 5Y | +93.1% | +171.4% | -78.4% | +38.0% |
| All | +93.1% | +171.1% | -78.0% | +38.0% |
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