+24.3%
F vs NTRA
+92.9%
-68.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | +0.6% |
| 7D | -4.4% | +0.2% | -4.7% | -4.5% |
| 30D | +1.0% | +4.1% | -3.1% | +0.7% |
| 3M | -4.0% | +50.0% | -54.0% | -7.7% |
| 6M | +18.1% | +67.3% | -49.2% | +11.7% |
| YTD | +10.2% | +43.6% | -33.4% | +4.2% |
| 1Y | +24.3% | +89.2% | -64.9% | +12.5% |
| All | +24.3% | +92.9% | -68.6% | +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 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