+374.3%
NSC vs NTRA
+1,672.7%
-1,298.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.5% |
| 7D | +2.5% | +2.7% | -0.2% | +2.2% |
| 30D | +1.7% | -19.2% | +20.9% | +3.8% |
| 3M | -2.6% | +2.7% | -5.2% | -3.1% |
| 6M | +6.4% | +63.4% | -56.9% | 0.0% |
| YTD | +15.5% | +39.3% | -23.8% | +9.8% |
| 1Y | +17.6% | +59.0% | -41.4% | +10.1% |
| 3Y | +75.0% | +557.4% | -482.4% | +36.8% |
| 5Y | +32.2% | +177.4% | -145.2% | +8.5% |
| 10Y | +296.6% | +2,761.8% | -2,465.2% | +131.7% |
| All | +374.3% | +1,672.7% | -1,298.4% | +174.9% |
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