+367.9%
NTRA vs AS
+123.4%
+244.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | +2.7% | -4.9% | +7.6% | +3.9% |
| 30D | -19.2% | +3.9% | -23.1% | -20.0% |
| 3M | +2.7% | -9.6% | +12.3% | +4.8% |
| 6M | +63.4% | -8.7% | +72.0% | +65.7% |
| YTD | +39.3% | -19.8% | +59.1% | +45.1% |
| 1Y | +59.0% | -1.5% | +60.6% | +57.3% |
| All | +367.9% | +123.4% | +244.5% | +308.8% |
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