+46.8%
F vs NTRA
+1,694.1%
-1,647.3%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.0% | -3.8% | -3.0% |
| 7D | -3.9% | -11.2% | +7.3% | -2.7% |
| 30D | -0.5% | -18.4% | +17.9% | +1.6% |
| 3M | -12.9% | +2.2% | -15.1% | -13.5% |
| 6M | +1.5% | +58.1% | -56.6% | -4.8% |
| YTD | -5.0% | +41.0% | -46.0% | -10.2% |
| 1Y | -7.3% | +54.1% | -61.5% | -13.4% |
| 3Y | +45.3% | +590.9% | -545.7% | +12.0% |
| 5Y | -15.8% | +180.7% | -196.5% | -32.7% |
| 10Y | +64.2% | +2,796.3% | -2,732.1% | +3.6% |
| All | +46.8% | +1,694.1% | -1,647.3% | -7.5% |
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 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