+597.6%
JPM vs NTRA
+1,735.1%
-1,137.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.1% |
| 7D | -0.4% | +1.6% | -2.0% | -0.6% |
| 30D | -1.4% | +3.8% | -5.2% | -1.8% |
| 3M | +13.9% | +48.2% | -34.3% | +9.1% |
| 6M | +23.5% | +61.0% | -37.4% | +16.8% |
| YTD | +11.6% | +44.2% | -32.5% | +6.6% |
| 1Y | +21.4% | +87.3% | -65.9% | +12.7% |
| 3Y | +163.4% | +509.4% | -346.0% | +115.2% |
| 5Y | +152.5% | +175.1% | -22.6% | +113.4% |
| 10Y | +592.1% | +3,203.1% | -2,611.0% | +331.0% |
| All | +597.6% | +1,735.1% | -1,137.4% | +336.9% |
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 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