+175.1%
NTRA vs ACGL
+152.7%
+22.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | +1.6% | -2.1% | +3.7% | +1.9% |
| 30D | +3.8% | -2.2% | +5.9% | +4.1% |
| 3M | +48.2% | +6.3% | +41.9% | +46.1% |
| 6M | +61.0% | +0.5% | +60.4% | +60.3% |
| YTD | +44.2% | +0.2% | +44.0% | +43.2% |
| 1Y | +87.3% | +7.3% | +80.0% | +83.0% |
| 3Y | +509.4% | +30.8% | +478.6% | +457.5% |
| 5Y | +175.1% | +155.8% | +19.3% | +84.9% |
| All | +175.1% | +152.7% | +22.4% | +84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 5y: compounded portfolio wealth divided by compounded ACGL 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…
5y analysis · Full analysis span regression · 6 months rolling