+191.6%
NTRA vs ALLE
+53.5%
+138.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.4% |
| 7D | -19.7% | +0.1% | -19.8% | -19.6% |
| 30D | -22.1% | +25.9% | -48.1% | -29.6% |
| 3M | -2.0% | +14.9% | -16.9% | -7.9% |
| 6M | +60.6% | +42.1% | +18.5% | +36.3% |
| YTD | +36.2% | +20.4% | +15.8% | +22.8% |
| 1Y | +51.0% | +14.9% | +36.1% | +39.1% |
| 3Y | +567.5% | +90.1% | +477.4% | +345.5% |
| 5Y | +191.6% | +53.0% | +138.6% | +114.8% |
| All | +191.6% | +53.5% | +138.1% | +114.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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