+37.2%
F vs NTRA
+502.5%
-465.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.3% | +4.5% | +3.4% |
| 7D | -3.7% | -0.5% | -3.2% | -3.6% |
| 30D | -0.7% | +4.3% | -5.0% | -1.3% |
| 3M | -1.9% | +50.6% | -52.5% | -8.0% |
| 6M | +16.1% | +63.9% | -47.9% | +6.8% |
| YTD | +9.5% | +42.4% | -32.9% | +2.6% |
| 1Y | +27.2% | +92.1% | -64.9% | +13.1% |
| All | +37.2% | +502.5% | -465.3% | -9.9% |
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