+97.0%
NTRA vs ALM
+318.3%
-221.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.3% |
| 7D | +0.6% | -2.6% | +3.2% | +0.8% |
| 30D | +19.5% | +32.0% | -12.5% | +17.0% |
| 3M | +47.8% | -15.0% | +62.8% | +47.9% |
| 6M | +61.6% | -10.1% | +71.8% | +60.2% |
| YTD | +43.3% | +99.4% | -56.2% | +36.6% |
| 1Y | +97.0% | +316.4% | -219.3% | +88.1% |
| All | +97.0% | +318.3% | -221.3% | +88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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