+97.0%
NTRA vs ALC
-10.2%
+107.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.3% | +1.1% |
| 7D | +0.6% | -2.1% | +2.7% | +1.5% |
| 30D | +19.5% | -0.1% | +19.6% | +19.3% |
| 3M | +47.8% | +5.9% | +41.9% | +43.8% |
| 6M | +61.6% | -15.9% | +77.6% | +69.9% |
| YTD | +43.3% | -10.1% | +53.4% | +47.3% |
| 1Y | +97.0% | -10.2% | +107.3% | +104.8% |
| All | +97.0% | -10.2% | +107.2% | +104.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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