+1,723.2%
NTRA vs CAPR
-81.3%
+1,804.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.1% |
| 7D | +0.6% | -2.0% | +2.6% | +0.6% |
| 30D | +19.5% | +139.2% | -119.7% | +16.0% |
| 3M | +47.8% | -66.4% | +114.1% | +49.4% |
| 6M | +61.6% | -63.1% | +124.8% | +63.1% |
| YTD | +43.3% | -67.4% | +110.7% | +44.8% |
| 1Y | +97.0% | +58.2% | +38.8% | +77.5% |
| 3Y | +424.9% | +42.2% | +382.7% | +349.1% |
| 5Y | +165.2% | +87.3% | +77.9% | +120.5% |
| 10Y | +3,114.3% | -75.3% | +3,189.6% | +2,452.9% |
| All | +1,723.2% | -81.3% | +1,804.5% | +1,306.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling