+34.3%
IR vs NTRA
+171.1%
-136.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.5% |
| 7D | -3.1% | -0.5% | -2.6% | -3.0% |
| 30D | -14.0% | +4.3% | -18.3% | -14.5% |
| 3M | +3.7% | +50.6% | -46.9% | -2.4% |
| 6M | -15.4% | +63.9% | -79.3% | -21.6% |
| YTD | -7.7% | +42.4% | -50.0% | -13.1% |
| 1Y | -8.8% | +92.1% | -100.9% | -17.8% |
| 3Y | +5.6% | +501.7% | -496.1% | -18.7% |
| 5Y | +34.3% | +171.4% | -137.1% | +9.0% |
| All | +34.3% | +171.1% | -136.8% | +9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling