+412.3%
JCI vs NTRA
+1,735.1%
-1,322.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.2% |
| 7D | +4.1% | +1.6% | +2.5% | +3.9% |
| 30D | -3.8% | +3.8% | -7.6% | -4.2% |
| 3M | -1.6% | +48.2% | -49.9% | -6.0% |
| 6M | +9.5% | +61.0% | -51.4% | +3.3% |
| YTD | +21.7% | +44.2% | -22.5% | +15.8% |
| 1Y | +37.1% | +87.3% | -50.1% | +26.6% |
| 3Y | +165.2% | +509.4% | -344.3% | +114.7% |
| 5Y | +110.3% | +175.1% | -64.8% | +75.5% |
| 10Y | +341.0% | +3,203.1% | -2,862.1% | +181.0% |
| All | +412.3% | +1,735.1% | -1,322.8% | +233.3% |
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