+381.3%
NTRA vs AS
+120.4%
+260.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.6% | -3.4% | -0.7% |
| 7D | +0.6% | -4.9% | +5.5% | +1.8% |
| 30D | +19.5% | -19.6% | +39.1% | +26.0% |
| 3M | +47.8% | -14.4% | +62.1% | +53.0% |
| 6M | +61.6% | -20.1% | +81.8% | +69.5% |
| YTD | +43.3% | -20.9% | +64.2% | +50.2% |
| 1Y | +97.0% | -21.9% | +118.9% | +106.1% |
| All | +381.3% | +120.4% | +260.9% | +323.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling