+3,059.8%
NTRA vs EFX
+42.6%
+3,017.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.6% |
| 7D | +0.2% | -4.5% | +4.8% | +2.2% |
| 30D | +4.1% | -6.1% | +10.2% | +6.5% |
| 3M | +50.0% | +6.2% | +43.8% | +43.9% |
| 6M | +67.3% | -11.2% | +78.5% | +73.1% |
| YTD | +43.6% | -21.4% | +65.0% | +54.8% |
| 1Y | +89.2% | -34.3% | +123.6% | +121.0% |
| 3Y | +502.5% | -12.5% | +515.1% | +485.7% |
| 5Y | +173.8% | -35.6% | +209.3% | +201.4% |
| All | +3,059.8% | +42.6% | +3,017.2% | +2,356.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling