-18.6%
NRG vs NTRA
+96.0%
-114.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.2% | +6.3% | +6.4% |
| 7D | +7.1% | +0.6% | +6.5% | +7.0% |
| 30D | -1.4% | +19.5% | -20.9% | -4.9% |
| 3M | -10.5% | +47.8% | -58.2% | -17.8% |
| 6M | -26.7% | +61.6% | -88.4% | -34.4% |
| YTD | -24.5% | +43.3% | -67.8% | -31.0% |
| 1Y | -18.6% | +97.0% | -115.6% | -27.3% |
| All | -18.6% | +96.0% | -114.6% | -27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling