+173.5%
NTRA vs ALM
+839.2%
-665.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.5% | +7.4% | +1.2% |
| 7D | +0.2% | -11.8% | +12.1% | +0.9% |
| 30D | +4.1% | +7.8% | -3.7% | +3.5% |
| 3M | +50.0% | -9.3% | +59.3% | +49.9% |
| 6M | +67.3% | -30.5% | +97.8% | +68.6% |
| YTD | +43.6% | +75.8% | -32.2% | +37.5% |
| 1Y | +89.2% | +241.2% | -151.9% | +74.3% |
| 3Y | +502.5% | +1,872.6% | -1,370.1% | +398.6% |
| All | +173.5% | +839.2% | -665.7% | +120.0% |
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