+131.9%
NTRA vs ADVB
-88.3%
+220.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.2% |
| 7D | +0.6% | -3.8% | +4.4% | +0.6% |
| 30D | +19.5% | +17.6% | +1.9% | +19.2% |
| 3M | +47.8% | +119.1% | -71.4% | +41.6% |
| 6M | +61.6% | +103.4% | -41.7% | +53.7% |
| YTD | +43.3% | +59.8% | -16.6% | +37.6% |
| 1Y | +97.0% | +8.5% | +88.5% | +89.3% |
| All | +131.9% | -88.3% | +220.3% | +180.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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