+31.0%
F vs NTRA
+96.0%
-65.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +5.3% | +0.6% | +4.7% | +5.3% |
| 30D | +4.6% | +19.5% | -14.9% | +3.1% |
| 3M | -3.7% | +47.8% | -51.4% | -7.1% |
| 6M | +16.8% | +61.6% | -44.8% | +10.9% |
| YTD | +15.3% | +43.3% | -28.0% | +9.3% |
| 1Y | +31.0% | +97.0% | -66.0% | +18.8% |
| All | +31.0% | +96.0% | -65.0% | +18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling