+270.9%
INTU vs NTRA
+1,672.7%
-1,401.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.6% |
| 7D | +0.1% | +2.7% | -2.7% | -0.4% |
| 30D | +10.1% | -19.2% | +29.2% | +13.5% |
| 3M | -4.2% | +2.7% | -6.9% | -5.4% |
| 6M | -7.2% | +63.4% | -70.6% | -16.3% |
| YTD | -47.7% | +39.3% | -87.0% | -51.8% |
| 1Y | -46.7% | +59.0% | -105.7% | -52.0% |
| 3Y | -34.1% | +557.4% | -591.4% | -54.4% |
| 5Y | -43.3% | +177.4% | -220.7% | -58.1% |
| 10Y | +232.6% | +2,761.8% | -2,529.2% | +82.5% |
| All | +270.9% | +1,672.7% | -1,401.8% | +105.8% |
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