+5.2%
LOW vs NTRA
+172.0%
-166.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | 0.0% |
| 7D | -3.7% | +0.2% | -4.0% | -3.8% |
| 30D | -8.9% | +4.1% | -13.0% | -9.3% |
| 3M | -10.4% | +50.0% | -60.4% | -14.7% |
| 6M | -19.4% | +67.3% | -86.7% | -24.4% |
| YTD | -17.1% | +43.6% | -60.7% | -21.2% |
| 1Y | -26.3% | +89.2% | -115.5% | -32.1% |
| 3Y | -9.9% | +502.5% | -512.4% | -28.9% |
| All | +5.2% | +172.0% | -166.8% | -15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling