+355.6%
NTRA vs AS
+134.9%
+220.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | +0.5% | -15.1% | -14.7% |
| 7D | -25.0% | +6.9% | -31.9% | -26.3% |
| 30D | -21.5% | +16.0% | -37.5% | -24.3% |
| 3M | +17.1% | -12.8% | +29.9% | +20.7% |
| 6M | +44.4% | -15.4% | +59.8% | +49.5% |
| YTD | +35.6% | -15.7% | +51.4% | +39.6% |
| 1Y | +56.5% | +6.1% | +50.5% | +52.3% |
| All | +355.6% | +134.9% | +220.7% | +293.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 3y: compounded portfolio wealth divided by compounded AS 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…
3y analysis · Full analysis span regression · 6 months rolling