+171.4%
NTRA vs ACI
-44.6%
+216.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.2% |
| 7D | -0.5% | -7.1% | +6.6% | -0.3% |
| 30D | +4.3% | -4.5% | +8.8% | +4.4% |
| 3M | +50.6% | -22.3% | +72.9% | +51.8% |
| 6M | +63.9% | -28.4% | +92.3% | +65.8% |
| YTD | +42.4% | -29.5% | +71.9% | +43.9% |
| 1Y | +92.1% | -34.2% | +126.3% | +95.2% |
| 3Y | +501.7% | -45.7% | +547.4% | +520.7% |
| 5Y | +171.4% | -40.8% | +212.2% | +173.4% |
| All | +171.4% | -44.6% | +216.0% | +173.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling