-21.1%
LOW vs NTRA
+96.0%
-117.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | -1.7% | +0.6% | -2.3% | -1.8% |
| 30D | -7.0% | +19.5% | -26.5% | -8.9% |
| 3M | -0.9% | +47.8% | -48.6% | -5.2% |
| 6M | -20.1% | +61.6% | -81.7% | -24.8% |
| YTD | -13.9% | +43.3% | -57.2% | -20.0% |
| 1Y | -21.1% | +97.0% | -118.2% | -27.2% |
| All | -21.1% | +96.0% | -117.1% | -27.2% |
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