+1,694.1%
NTRA vs ALLE
+255.6%
+1,438.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | -11.2% | +1.6% | -12.8% | -11.8% |
| 30D | -18.4% | +24.1% | -42.5% | -26.4% |
| 3M | +2.2% | +14.8% | -12.6% | -4.6% |
| 6M | +58.1% | +45.9% | +12.3% | +31.1% |
| YTD | +41.0% | +20.7% | +20.2% | +26.2% |
| 1Y | +54.1% | +14.2% | +40.0% | +41.6% |
| 3Y | +590.9% | +90.7% | +500.2% | +376.0% |
| 5Y | +180.7% | +50.6% | +130.2% | +113.8% |
| 10Y | +2,796.3% | +208.9% | +2,587.4% | +1,407.8% |
| All | +1,694.1% | +255.6% | +1,438.5% | +735.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling