-13.5%
F vs NTRA
+195.9%
-209.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.8% | -0.6% |
| 7D | -2.1% | -18.2% | +16.1% | +0.7% |
| 30D | +3.3% | -19.6% | +22.9% | +6.4% |
| 3M | -11.3% | +2.3% | -13.6% | -12.3% |
| 6M | +5.3% | +60.6% | -55.3% | -4.0% |
| YTD | -2.2% | +39.6% | -41.8% | -9.5% |
| 1Y | -3.5% | +54.7% | -58.3% | -12.3% |
| 3Y | +49.5% | +584.3% | -534.7% | +1.7% |
| 5Y | -13.5% | +182.5% | -196.0% | -42.0% |
| All | -13.5% | +195.9% | -209.5% | -42.0% |
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