+615.8%
NEM vs NTRA
+1,735.1%
-1,119.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.1% |
| 7D | +3.1% | +1.6% | +1.5% | +2.9% |
| 30D | +10.0% | +3.8% | +6.2% | +9.7% |
| 3M | +30.9% | +48.2% | -17.4% | +27.3% |
| 6M | +10.5% | +61.0% | -50.4% | +6.8% |
| YTD | +29.7% | +44.2% | -14.4% | +26.1% |
| 1Y | +71.1% | +87.3% | -16.2% | +63.7% |
| 3Y | +252.1% | +509.4% | -257.3% | +214.6% |
| 5Y | +157.7% | +175.1% | -17.4% | +132.7% |
| 10Y | +319.4% | +3,203.1% | -2,883.7% | +251.1% |
| All | +615.8% | +1,735.1% | -1,119.3% | +520.3% |
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