+167.9%
NTRA vs COMP
-31.2%
+199.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | 0.0% |
| 7D | +0.6% | +1.4% | -0.8% | +0.3% |
| 30D | +19.5% | -13.3% | +32.8% | +22.9% |
| 3M | +47.8% | +41.1% | +6.6% | +36.6% |
| 6M | +61.6% | +17.2% | +44.5% | +53.1% |
| YTD | +43.3% | +5.2% | +38.1% | +37.7% |
| 1Y | +97.0% | +18.9% | +78.1% | +82.9% |
| 3Y | +424.9% | +215.9% | +209.0% | +263.8% |
| All | +167.9% | -31.2% | +199.1% | +157.1% |
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