+590.9%
JPM vs NTRA
+3,199.2%
-2,608.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.7% |
| 7D | -0.7% | +0.2% | -0.9% | -0.7% |
| 30D | -2.5% | +4.1% | -6.6% | -2.9% |
| 3M | +14.1% | +50.0% | -35.9% | +8.9% |
| 6M | +25.1% | +67.3% | -42.2% | +17.5% |
| YTD | +12.1% | +43.6% | -31.5% | +6.8% |
| 1Y | +18.8% | +89.2% | -70.4% | +9.8% |
| 3Y | +163.4% | +502.5% | -339.1% | +112.9% |
| 5Y | +156.5% | +173.8% | -17.2% | +115.4% |
| All | +590.9% | +3,199.2% | -2,608.3% | +309.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling