+63.9%
NTRA vs EFV
+11.2%
+52.8%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -0.9% |
| 7D | -0.5% | -2.0% | +1.5% | +1.9% |
| 30D | +4.3% | -0.2% | +4.5% | +4.5% |
| 3M | +50.6% | +9.1% | +41.5% | +37.1% |
| 6M | +63.9% | +11.7% | +52.2% | +43.8% |
| All | +63.9% | +11.2% | +52.8% | +43.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling