+193.8%
GE vs NTRA
+1,735.1%
-1,541.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.9% | -4.7% | -3.1% |
| 7D | -1.2% | +1.6% | -2.8% | -1.4% |
| 30D | -11.3% | +3.8% | -15.0% | -11.7% |
| 3M | -1.4% | +48.2% | -49.6% | -6.3% |
| 6M | +1.2% | +61.0% | -59.7% | -5.0% |
| YTD | +5.9% | +44.2% | -38.3% | +0.5% |
| 1Y | +18.4% | +87.3% | -68.9% | +8.9% |
| 3Y | +271.0% | +509.4% | -238.5% | +197.4% |
| 5Y | +417.9% | +175.1% | +242.8% | +327.2% |
| 10Y | +152.0% | +3,203.1% | -3,051.1% | +61.9% |
| All | +193.8% | +1,735.1% | -1,541.3% | +89.6% |
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