+606.2%
NTRA vs ACI
+21.8%
+584.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.0% | -1.3% |
| 7D | +1.1% | -2.6% | +3.6% | +1.0% |
| 30D | +0.6% | +1.1% | -0.4% | +0.7% |
| 3M | +51.8% | -23.6% | +75.5% | +51.3% |
| 6M | +63.6% | -29.9% | +93.5% | +62.9% |
| YTD | +41.5% | -26.9% | +68.3% | +41.0% |
| 1Y | +93.6% | -34.2% | +127.9% | +93.1% |
| 3Y | +498.0% | -43.6% | +541.7% | +496.0% |
| 5Y | +172.5% | -42.4% | +214.8% | +171.1% |
| All | +606.2% | +21.8% | +584.4% | +622.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling