+231.1%
NI vs NTRA
+1,711.9%
-1,480.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.5% |
| 7D | -0.6% | -0.5% | -0.1% | -0.6% |
| 30D | -1.4% | +4.3% | -5.7% | -1.6% |
| 3M | -10.6% | +50.6% | -61.2% | -12.7% |
| 6M | -9.9% | +63.9% | -73.8% | -12.7% |
| YTD | +1.2% | +42.4% | -41.2% | -1.3% |
| 1Y | +4.4% | +92.1% | -87.7% | +0.1% |
| 3Y | +68.6% | +501.7% | -433.1% | +50.2% |
| 5Y | +98.0% | +171.4% | -73.4% | +79.6% |
| 10Y | +143.6% | +3,161.4% | -3,017.8% | +94.9% |
| All | +231.1% | +1,711.9% | -1,480.8% | +164.4% |
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 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