+155.1%
NEM vs NTRA
+172.0%
-16.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | +0.4% |
| 7D | -1.0% | +0.2% | -1.2% | -1.0% |
| 30D | +7.8% | +4.1% | +3.7% | +7.4% |
| 3M | +30.2% | +50.0% | -19.8% | +24.5% |
| 6M | +9.6% | +67.3% | -57.7% | +3.4% |
| YTD | +27.8% | +43.6% | -15.8% | +22.2% |
| 1Y | +60.7% | +89.2% | -28.5% | +49.8% |
| 3Y | +245.3% | +502.5% | -257.3% | +194.1% |
| All | +155.1% | +172.0% | -16.9% | +109.4% |
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