-4.9%
LYB vs NTRA
+172.0%
-177.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.0% |
| 7D | +0.3% | +0.2% | 0.0% | +0.3% |
| 30D | +2.5% | +4.1% | -1.6% | +2.2% |
| 3M | +1.4% | +50.0% | -48.7% | -1.1% |
| 6M | -3.5% | +67.3% | -70.8% | -6.9% |
| YTD | +52.0% | +43.6% | +8.4% | +48.0% |
| 1Y | +22.1% | +89.2% | -67.2% | +15.7% |
| 3Y | -22.8% | +502.5% | -525.3% | -35.0% |
| All | -4.9% | +172.0% | -177.0% | -19.7% |
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 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