+855.8%
NOW vs NTRA
+1,723.2%
-867.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.1% | -3.0% |
| 7D | -2.4% | +0.6% | -3.0% | -2.5% |
| 30D | +20.5% | +19.5% | +1.0% | +15.7% |
| 3M | +18.3% | +47.8% | -29.4% | +8.2% |
| 6M | +24.1% | +61.6% | -37.6% | +11.0% |
| YTD | -7.8% | +43.3% | -51.0% | -15.6% |
| 1Y | -21.4% | +97.0% | -118.4% | -32.8% |
| 3Y | +19.5% | +424.9% | -405.4% | -18.0% |
| 5Y | +4.1% | +165.2% | -161.1% | -24.7% |
| 10Y | +826.4% | +3,114.3% | -2,287.9% | +333.9% |
| All | +855.8% | +1,723.2% | -867.5% | +346.3% |
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