+99.0%
NTRA vs EFV
+25.8%
+73.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.5% | -1.7% |
| 7D | -7.9% | +2.9% | -10.8% | -9.8% |
| 30D | -8.1% | +3.6% | -11.7% | -10.5% |
| 3M | +42.1% | -0.1% | +42.2% | +42.4% |
| 6M | +84.8% | +9.6% | +75.2% | +73.1% |
| YTD | +70.7% | +17.0% | +53.7% | +59.5% |
| 1Y | +99.0% | +25.7% | +73.4% | +87.2% |
| All | +99.0% | +25.8% | +73.2% | +87.2% |
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