+545.0%
NRG vs NTRA
+1,727.4%
-1,182.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.5% |
| 3M | -8.0% | +50.0% | -58.0% | -13.9% |
| 6M | -23.2% | +67.3% | -90.5% | -29.6% |
| YTD | -28.1% | +43.6% | -71.6% | -32.7% |
| 1Y | -27.3% | +89.2% | -116.5% | -34.9% |
| 3Y | +208.7% | +502.5% | -293.9% | +135.1% |
| 5Y | +197.7% | +173.8% | +23.9% | +138.3% |
| 10Y | +1,103.3% | +3,189.3% | -2,086.0% | +531.5% |
| All | +545.0% | +1,727.4% | -1,182.4% | +252.4% |
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