+97.0%
NTRA vs EFV
+30.7%
+66.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | +0.6% | +1.5% | -0.9% | -0.6% |
| 30D | +19.5% | +1.7% | +17.8% | +18.0% |
| 3M | +47.8% | +8.6% | +39.1% | +39.1% |
| 6M | +61.6% | +11.7% | +50.0% | +46.1% |
| YTD | +43.3% | +19.3% | +24.0% | +27.4% |
| 1Y | +97.0% | +30.2% | +66.8% | +64.0% |
| All | +97.0% | +30.7% | +66.3% | +64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling