+147.9%
NTAP vs NTRA
+502.5%
-354.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.6% | -0.4% |
| 7D | -1.0% | -0.5% | -0.5% | -0.9% |
| 30D | -7.5% | +4.3% | -11.8% | -8.3% |
| 3M | +14.6% | +50.6% | -36.0% | +4.7% |
| 6M | +91.0% | +63.9% | +27.1% | +69.6% |
| YTD | +73.7% | +42.4% | +31.3% | +58.5% |
| 1Y | +51.2% | +92.1% | -40.9% | +27.2% |
| All | +147.9% | +502.5% | -354.6% | +60.3% |
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