+97.0%
NTRA vs CHD
+7.1%
+90.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +0.6% | -2.7% | +3.3% | +0.6% |
| 30D | +19.5% | -4.6% | +24.1% | +19.5% |
| 3M | +47.8% | +5.0% | +42.7% | +47.5% |
| 6M | +61.6% | -3.2% | +64.9% | +61.3% |
| YTD | +43.3% | +18.6% | +24.6% | +41.8% |
| 1Y | +97.0% | +4.8% | +92.2% | +100.0% |
| All | +97.0% | +7.1% | +90.0% | +100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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