+78.2%
F vs NTRA
+1,723.2%
-1,645.0%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.2% |
| 3M | -3.7% | +47.8% | -51.4% | -8.4% |
| 6M | +16.8% | +61.6% | -44.8% | +9.5% |
| YTD | +15.3% | +43.3% | -28.0% | +9.4% |
| 1Y | +31.0% | +97.0% | -66.0% | +19.4% |
| 3Y | +45.4% | +424.9% | -379.5% | +15.9% |
| 5Y | +54.7% | +165.2% | -110.5% | +24.6% |
| 10Y | +98.2% | +3,114.3% | -3,016.1% | +24.5% |
| All | +78.2% | +1,723.2% | -1,645.0% | +12.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling