+592.5%
NDAQ vs NTRA
+1,735.1%
-1,142.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.1% |
| 7D | -1.6% | +1.6% | -3.1% | -1.7% |
| 30D | -1.5% | +3.8% | -5.2% | -1.9% |
| 3M | +8.0% | +48.2% | -40.2% | +3.2% |
| 6M | +7.7% | +61.0% | -53.2% | +1.7% |
| YTD | -2.3% | +44.2% | -46.5% | -6.9% |
| 1Y | +0.6% | +87.3% | -86.7% | -6.8% |
| 3Y | +90.9% | +509.4% | -418.5% | +55.1% |
| 5Y | +52.5% | +175.1% | -122.7% | +27.6% |
| 10Y | +380.3% | +3,203.1% | -2,822.8% | +229.9% |
| All | +592.5% | +1,735.1% | -1,142.5% | +384.3% |
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