+175.1%
NTRA vs ALC
-17.4%
+192.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.5% |
| 7D | +1.6% | -5.3% | +6.9% | +5.0% |
| 30D | +3.8% | -7.1% | +10.8% | +8.4% |
| 3M | +48.2% | +0.8% | +47.5% | +46.9% |
| 6M | +61.0% | -16.0% | +76.9% | +77.6% |
| YTD | +44.2% | -12.7% | +56.9% | +54.7% |
| 1Y | +87.3% | -12.8% | +100.1% | +100.3% |
| 3Y | +509.4% | -15.8% | +525.3% | +534.3% |
| 5Y | +175.1% | -16.7% | +191.8% | +194.5% |
| All | +175.1% | -17.4% | +192.6% | +194.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling