+3,059.8%
NTRA vs EFV
+169.9%
+2,889.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | -0.3% |
| 7D | +0.2% | -0.8% | +1.0% | +1.1% |
| 30D | +4.1% | +0.6% | +3.5% | +3.4% |
| 3M | +50.0% | +7.5% | +42.5% | +39.0% |
| 6M | +67.3% | +13.0% | +54.3% | +47.1% |
| YTD | +43.6% | +18.3% | +25.3% | +19.6% |
| 1Y | +89.2% | +26.7% | +62.5% | +46.2% |
| 3Y | +502.5% | +89.6% | +413.0% | +197.3% |
| 5Y | +173.8% | +98.2% | +75.6% | +28.4% |
| All | +3,059.8% | +169.9% | +2,889.9% | +1,008.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling