+127.3%
KEY vs NTRA
+1,723.2%
-1,595.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +2.2% | +0.6% | +1.6% | +2.1% |
| 30D | -3.0% | +19.5% | -22.5% | -5.9% |
| 3M | +3.3% | +47.8% | -44.4% | -3.0% |
| 6M | +9.2% | +61.6% | -52.4% | +0.6% |
| YTD | +10.6% | +43.3% | -32.6% | +3.5% |
| 1Y | +20.4% | +97.0% | -76.6% | +7.1% |
| 3Y | +121.8% | +424.9% | -303.1% | +67.4% |
| 5Y | +41.1% | +165.2% | -124.0% | +10.9% |
| 10Y | +168.5% | +3,114.3% | -2,945.8% | +35.0% |
| All | +127.3% | +1,723.2% | -1,595.9% | +14.6% |
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