+193.5%
NRG vs NTRA
+172.0%
+21.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.8% | +1.5% |
| 7D | -4.7% | +0.2% | -4.9% | -4.7% |
| 30D | -6.0% | +4.1% | -10.1% | -6.6% |
| 3M | -8.0% | +50.0% | -58.0% | -14.6% |
| 6M | -23.2% | +67.3% | -90.5% | -30.4% |
| YTD | -28.1% | +43.6% | -71.6% | -33.3% |
| 1Y | -27.3% | +89.2% | -116.5% | -35.7% |
| 3Y | +208.7% | +502.5% | -293.9% | +139.7% |
| All | +193.5% | +172.0% | +21.4% | +148.8% |
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