+99.0%
NTRA vs CHD
+30.9%
+68.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | +1.0% |
| 7D | -7.9% | +6.9% | -14.8% | -7.0% |
| 30D | -8.1% | +17.1% | -25.2% | -6.7% |
| 3M | +42.1% | +9.1% | +33.0% | +43.8% |
| 6M | +84.8% | +21.4% | +63.5% | +87.3% |
| YTD | +70.7% | +34.9% | +35.8% | +76.4% |
| 1Y | +99.0% | +31.0% | +68.0% | +105.3% |
| All | +99.0% | +30.9% | +68.1% | +105.3% |
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