+497.4%
NTRA vs ED
+33.4%
+464.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.4% |
| 7D | -0.5% | -1.9% | +1.4% | -0.9% |
| 30D | +4.3% | +0.1% | +4.2% | +4.4% |
| 3M | +50.6% | 0.0% | +50.6% | +50.8% |
| 6M | +63.9% | -2.5% | +66.4% | +63.2% |
| YTD | +42.4% | +10.1% | +32.3% | +46.1% |
| 1Y | +92.1% | +13.6% | +78.5% | +98.7% |
| All | +497.4% | +33.4% | +464.1% | +463.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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