+3,059.8%
NTRA vs EAT
+374.9%
+2,684.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.2% |
| 7D | +0.2% | -7.7% | +7.9% | +2.7% |
| 30D | +4.1% | -13.6% | +17.7% | +8.7% |
| 3M | +50.0% | +33.9% | +16.2% | +35.4% |
| 6M | +67.3% | +47.2% | +20.1% | +44.9% |
| YTD | +43.6% | +48.1% | -4.5% | +23.5% |
| 1Y | +89.2% | +33.7% | +55.6% | +66.2% |
| 3Y | +502.5% | +595.8% | -93.2% | +189.9% |
| 5Y | +173.8% | +314.4% | -140.6% | +47.9% |
| All | +3,059.8% | +374.9% | +2,684.8% | +1,087.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling