+175.4%
NTRA vs ALM
+410.2%
-234.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.7% | -8.9% | -1.7% |
| 7D | +2.7% | +1.2% | +1.5% | +2.6% |
| 30D | -19.2% | -19.3% | +0.2% | -18.2% |
| 3M | +2.7% | -40.6% | +43.3% | +5.4% |
| 6M | +63.4% | -57.9% | +121.3% | +69.7% |
| YTD | +39.3% | -6.7% | +46.0% | +38.3% |
| 1Y | +59.0% | +20.2% | +38.8% | +55.8% |
| 3Y | +557.4% | +879.4% | -322.1% | +474.9% |
| All | +175.4% | +410.2% | -234.8% | +126.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling