+673.2%
NTAP vs NTRA
+1,735.1%
-1,061.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.2% | -2.5% |
| 7D | +2.2% | +1.6% | +0.6% | +2.0% |
| 30D | -7.0% | +3.8% | -10.8% | -7.5% |
| 3M | +12.3% | +48.2% | -35.9% | +6.6% |
| 6M | +85.1% | +61.0% | +24.2% | +73.3% |
| YTD | +74.8% | +44.2% | +30.6% | +65.3% |
| 1Y | +52.7% | +87.3% | -34.6% | +39.7% |
| 3Y | +147.7% | +509.4% | -361.8% | +96.8% |
| 5Y | +124.8% | +175.1% | -50.3% | +84.4% |
| 10Y | +589.7% | +3,203.1% | -2,613.4% | +306.7% |
| All | +673.2% | +1,735.1% | -1,061.8% | +373.6% |
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