+620.8%
NTRA vs COMP
+353.8%
+267.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | +10.7% | -25.3% | -16.3% |
| 7D | -25.0% | +13.4% | -38.5% | -26.8% |
| 30D | -21.5% | +11.1% | -32.6% | -23.2% |
| 3M | +17.1% | -18.8% | +35.9% | +20.3% |
| 6M | +44.4% | +10.5% | +33.9% | +39.9% |
| YTD | +35.6% | -3.4% | +39.0% | +32.1% |
| 1Y | +56.5% | +19.7% | +36.8% | +47.3% |
| 3Y | +620.8% | +381.6% | +239.2% | +452.4% |
| All | +620.8% | +353.8% | +267.0% | +452.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 3y: compounded portfolio wealth divided by compounded COMP 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…
3y analysis · Full analysis span regression · 6 months rolling