+36.2%
JCI vs NTRA
+92.9%
-56.7%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.4% | +2.2% |
| 7D | +0.7% | +0.2% | +0.5% | +0.7% |
| 30D | -4.4% | +4.1% | -8.5% | -4.4% |
| 3M | +1.7% | +50.0% | -48.4% | +1.1% |
| 6M | +8.8% | +67.3% | -58.5% | +7.8% |
| YTD | +22.6% | +43.6% | -20.9% | +20.0% |
| 1Y | +36.2% | +89.2% | -53.0% | +23.7% |
| All | +36.2% | +92.9% | -56.7% | +23.7% |
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