+43.7%
F vs NTRA
+177.1%
-133.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.9% | -5.8% | -4.2% |
| 7D | -4.9% | +1.6% | -6.5% | -5.1% |
| 30D | -2.9% | +3.8% | -6.6% | -3.5% |
| 3M | -9.1% | +48.2% | -57.3% | -15.2% |
| 6M | +12.9% | +61.0% | -48.0% | +3.2% |
| YTD | +6.1% | +44.2% | -38.1% | -1.6% |
| 1Y | +22.5% | +87.3% | -64.8% | +8.4% |
| 3Y | +32.1% | +509.4% | -477.4% | -8.0% |
| 5Y | +43.7% | +175.1% | -131.4% | +2.4% |
| All | +43.7% | +177.1% | -133.4% | +2.4% |
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