+99.0%
NTRA vs EFX
-7.5%
+106.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | +0.4% |
| 7D | -7.9% | +9.2% | -17.1% | -8.7% |
| 30D | -8.1% | +34.8% | -42.9% | -11.6% |
| 3M | +42.1% | +8.8% | +33.3% | +40.6% |
| 6M | +84.8% | +12.3% | +72.5% | +80.2% |
| YTD | +70.7% | -10.6% | +81.3% | +68.1% |
| 1Y | +99.0% | -6.7% | +105.8% | +95.8% |
| All | +99.0% | -7.5% | +106.6% | +95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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