+78.6%
NSC vs NTRA
+484.0%
-405.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.8% | -0.4% |
| 7D | -1.5% | +1.1% | -2.6% | -1.6% |
| 30D | -1.9% | +0.6% | -2.6% | -2.0% |
| 3M | +6.2% | +51.8% | -45.6% | +3.0% |
| 6M | +9.2% | +63.6% | -54.4% | +4.7% |
| YTD | +15.0% | +41.5% | -26.5% | +11.6% |
| 1Y | +21.1% | +93.6% | -72.6% | +13.2% |
| 3Y | +78.6% | +498.0% | -419.4% | +34.7% |
| All | +78.6% | +484.0% | -405.4% | +34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling