+1,735.1%
NTRA vs CHD
+171.1%
+1,563.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.1% |
| 7D | +1.6% | -4.2% | +5.7% | +2.3% |
| 30D | +3.8% | -7.6% | +11.3% | +5.0% |
| 3M | +48.2% | -1.6% | +49.8% | +48.4% |
| 6M | +61.0% | -6.3% | +67.3% | +62.3% |
| YTD | +44.2% | +14.6% | +29.6% | +40.3% |
| 1Y | +87.3% | +1.6% | +85.7% | +85.8% |
| 3Y | +509.4% | +3.1% | +506.3% | +495.9% |
| 5Y | +175.1% | +21.1% | +154.0% | +152.5% |
| 10Y | +3,203.1% | +128.6% | +3,074.5% | +2,562.7% |
| All | +1,735.1% | +171.1% | +1,563.9% | +1,292.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling