+97.0%
NTRA vs BOXX
+4.0%
+93.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.4% |
| 7D | +0.6% | +0.1% | +0.5% | +0.9% |
| 30D | +19.5% | +0.4% | +19.1% | +21.3% |
| 3M | +47.8% | +1.0% | +46.7% | +53.1% |
| 6M | +61.6% | +2.0% | +59.7% | +64.0% |
| YTD | +43.3% | +2.6% | +40.6% | +45.0% |
| 1Y | +97.0% | +4.1% | +93.0% | +138.7% |
| All | +97.0% | +4.0% | +93.0% | +138.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 1y: compounded portfolio wealth divided by compounded BOXX 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…
1y analysis · Full analysis span regression · 6 months rolling