+99.0%
NTRA vs ACI
-18.4%
+117.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -2.9% | +1.3% |
| 7D | -7.9% | +4.5% | -12.4% | -6.9% |
| 30D | -8.1% | +20.9% | -29.0% | -5.3% |
| 3M | +42.1% | +15.2% | +26.8% | +45.8% |
| 6M | +84.8% | -13.3% | +98.2% | +81.5% |
| YTD | +70.7% | -16.2% | +86.9% | +69.7% |
| 1Y | +99.0% | -16.9% | +115.9% | +98.3% |
| All | +99.0% | -18.4% | +117.5% | +98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 1y: compounded portfolio wealth divided by compounded ACI 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…
1y analysis · Full analysis span regression · 6 months rolling