+1,723.2%
NTRA vs AR
+14.8%
+1,708.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.2% |
| 7D | +0.6% | +2.5% | -1.9% | +0.3% |
| 30D | +19.5% | +14.8% | +4.7% | +17.3% |
| 3M | +47.8% | +6.2% | +41.5% | +46.3% |
| 6M | +61.6% | +4.3% | +57.4% | +59.8% |
| YTD | +43.3% | +14.4% | +28.9% | +39.5% |
| 1Y | +97.0% | +21.3% | +75.7% | +89.7% |
| 3Y | +424.9% | +39.8% | +385.1% | +390.0% |
| 5Y | +165.2% | +142.1% | +23.1% | +126.4% |
| 10Y | +3,114.3% | +52.0% | +3,062.3% | +2,755.5% |
| All | +1,723.2% | +14.8% | +1,708.4% | +1,424.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling