+171.4%
NTRA vs CAPR
+66.0%
+105.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.9% | +2.7% | -1.2% |
| 7D | -0.5% | -10.6% | +10.1% | -0.2% |
| 30D | +4.3% | +111.2% | -106.9% | +1.9% |
| 3M | +50.6% | -67.2% | +117.9% | +52.4% |
| 6M | +63.9% | -75.1% | +139.1% | +67.0% |
| YTD | +42.4% | -71.2% | +113.6% | +44.4% |
| 1Y | +92.1% | +31.1% | +61.0% | +75.7% |
| 3Y | +501.7% | +31.3% | +470.4% | +338.5% |
| 5Y | +171.4% | +69.4% | +102.1% | +60.8% |
| All | +171.4% | +66.0% | +105.4% | +60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 5y: compounded portfolio wealth divided by compounded CAPR 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…
5y analysis · Full analysis span regression · 6 months rolling