+175.1%
NTRA vs ALK
-28.1%
+203.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.2% |
| 7D | +1.6% | -3.0% | +4.5% | +2.6% |
| 30D | +3.8% | -14.6% | +18.4% | +9.3% |
| 3M | +48.2% | -10.6% | +58.8% | +52.2% |
| 6M | +61.0% | -6.7% | +67.7% | +61.2% |
| YTD | +44.2% | -19.8% | +63.9% | +50.7% |
| 1Y | +87.3% | -35.2% | +122.5% | +110.6% |
| 3Y | +509.4% | +1.4% | +508.0% | +424.3% |
| 5Y | +175.1% | -30.7% | +205.8% | +162.3% |
| All | +175.1% | -28.1% | +203.2% | +162.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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