+1,700.8%
NTRA vs ED
+180.7%
+1,520.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.2% |
| 7D | +1.1% | +0.5% | +0.5% | +1.1% |
| 30D | +0.6% | +1.1% | -0.5% | +0.6% |
| 3M | +51.8% | +4.6% | +47.2% | +51.8% |
| 6M | +63.6% | -2.0% | +65.6% | +63.6% |
| YTD | +41.5% | +11.7% | +29.8% | +41.3% |
| 1Y | +93.6% | +15.7% | +77.9% | +93.3% |
| 3Y | +498.0% | +34.4% | +463.7% | +487.2% |
| 5Y | +172.5% | +67.3% | +105.1% | +168.2% |
| 10Y | +2,960.8% | +104.0% | +2,856.8% | +2,977.7% |
| All | +1,700.8% | +180.7% | +1,520.1% | +1,483.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling