+1,700.8%
NTRA vs ALM
+1,537.3%
+163.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.8% | -10.1% | -1.6% |
| 7D | +1.1% | +8.4% | -7.4% | +0.7% |
| 30D | +0.6% | +34.8% | -34.2% | -0.6% |
| 3M | +51.8% | +16.2% | +35.6% | +50.3% |
| 6M | +63.6% | +2.1% | +61.5% | +62.2% |
| YTD | +41.5% | +117.0% | -75.5% | +36.4% |
| 1Y | +93.6% | +313.9% | -220.2% | +81.9% |
| 3Y | +498.0% | +2,327.9% | -1,829.9% | +423.2% |
| 5Y | +172.5% | +1,040.6% | -868.2% | +140.8% |
| 10Y | +2,960.8% | +3,219.4% | -258.6% | +2,505.8% |
| All | +1,700.8% | +1,537.3% | +163.4% | +1,391.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling