+1,700.8%
NTRA vs ARWR
+1,077.2%
+623.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.9% |
| 7D | +1.1% | +2.9% | -1.8% | +0.3% |
| 30D | +0.6% | -2.9% | +3.5% | +1.4% |
| 3M | +51.8% | +15.2% | +36.6% | +45.6% |
| 6M | +63.6% | +42.3% | +21.3% | +48.8% |
| YTD | +41.5% | +28.2% | +13.3% | +31.4% |
| 1Y | +93.6% | +213.2% | -119.6% | +40.6% |
| 3Y | +498.0% | +184.6% | +313.4% | +297.6% |
| 5Y | +172.5% | +29.2% | +143.2% | +112.2% |
| 10Y | +2,960.8% | +1,012.5% | +1,948.3% | +1,386.3% |
| All | +1,700.8% | +1,077.2% | +623.6% | +747.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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