+259.8%
LOW vs NTRA
+1,711.9%
-1,452.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.9% |
| 7D | -2.6% | -0.5% | -2.2% | -2.6% |
| 30D | -11.1% | +4.3% | -15.4% | -11.7% |
| 3M | -8.5% | +50.6% | -59.1% | -13.6% |
| 6M | -20.8% | +63.9% | -84.8% | -26.3% |
| YTD | -17.2% | +42.4% | -59.6% | -21.8% |
| 1Y | -24.7% | +92.1% | -116.8% | -31.7% |
| 3Y | -9.7% | +501.7% | -511.5% | -31.2% |
| 5Y | +6.0% | +171.4% | -165.4% | -15.2% |
| 10Y | +230.5% | +3,161.4% | -2,930.9% | +94.3% |
| All | +259.8% | +1,711.9% | -1,452.1% | +110.7% |
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