+166.0%
NTRA vs COMP
-17.6%
+183.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | +10.7% | -25.3% | -16.8% |
| 7D | -25.0% | +13.4% | -38.5% | -27.4% |
| 30D | -21.5% | +11.1% | -32.6% | -23.8% |
| 3M | +17.1% | -18.8% | +35.9% | +20.8% |
| 6M | +44.4% | +10.5% | +33.9% | +38.5% |
| YTD | +35.6% | -3.4% | +39.0% | +31.3% |
| 1Y | +56.5% | +19.7% | +36.8% | +44.5% |
| 3Y | +620.8% | +381.6% | +239.2% | +349.5% |
| All | +166.0% | -17.6% | +183.6% | +154.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling