+175.1%
NTRA vs AR
+148.2%
+26.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +1.6% | -1.2% | +2.8% | +1.8% |
| 30D | +3.8% | +5.5% | -1.8% | +2.8% |
| 3M | +48.2% | +12.9% | +35.4% | +44.9% |
| 6M | +61.0% | +0.1% | +60.9% | +59.7% |
| YTD | +44.2% | +13.5% | +30.7% | +39.2% |
| 1Y | +87.3% | +21.6% | +65.7% | +77.5% |
| 3Y | +509.4% | +46.0% | +463.5% | +449.6% |
| 5Y | +175.1% | +143.7% | +31.4% | +131.9% |
| All | +175.1% | +148.2% | +26.9% | +131.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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