+374.6%
NSC vs NTRA
+1,723.2%
-1,348.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -5.5% | +0.6% | -6.1% | -5.6% |
| 30D | -3.2% | +19.5% | -22.7% | -5.3% |
| 3M | +7.7% | +47.8% | -40.1% | +2.8% |
| 6M | +4.5% | +61.6% | -57.1% | -1.7% |
| YTD | +15.6% | +43.3% | -27.7% | +9.9% |
| 1Y | +19.8% | +97.0% | -77.2% | +9.7% |
| 3Y | +70.1% | +424.9% | -354.8% | +36.4% |
| 5Y | +46.1% | +165.2% | -119.1% | +20.7% |
| 10Y | +328.1% | +3,114.3% | -2,786.2% | +148.4% |
| All | +374.6% | +1,723.2% | -1,348.6% | +175.2% |
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