+57.7%
GEV vs NTRA
+96.0%
-38.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | +3.3% | +0.6% | +2.7% | +3.2% |
| 30D | -7.5% | +19.5% | -27.0% | -10.5% |
| 3M | -2.2% | +47.8% | -49.9% | -9.4% |
| 6M | +12.1% | +61.6% | -49.5% | +0.6% |
| YTD | +44.4% | +43.3% | +1.1% | +31.9% |
| 1Y | +57.7% | +97.0% | -39.4% | +42.0% |
| All | +57.7% | +96.0% | -38.3% | +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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling