+231.7%
GM vs NTRA
+1,727.4%
-1,495.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.4% | -0.7% |
| 7D | -2.4% | +0.2% | -2.7% | -2.5% |
| 30D | -1.1% | +4.1% | -5.2% | -1.7% |
| 3M | +6.1% | +50.0% | -43.9% | -0.6% |
| 6M | +15.0% | +67.3% | -52.3% | +5.6% |
| YTD | +6.0% | +43.6% | -37.6% | -0.8% |
| 1Y | +47.1% | +89.2% | -42.2% | +31.9% |
| 3Y | +170.5% | +502.5% | -332.1% | +100.1% |
| 5Y | +80.5% | +173.8% | -93.3% | +39.6% |
| 10Y | +238.7% | +3,189.3% | -2,950.6% | +89.3% |
| All | +231.7% | +1,727.4% | -1,495.7% | +85.0% |
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 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