+173.5%
NTRA vs EFX
-36.2%
+209.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.6% |
| 7D | +0.2% | -4.5% | +4.8% | +2.4% |
| 30D | +4.1% | -6.1% | +10.2% | +6.7% |
| 3M | +50.0% | +6.2% | +43.8% | +43.2% |
| 6M | +67.3% | -11.2% | +78.5% | +73.5% |
| YTD | +43.6% | -21.4% | +65.0% | +55.9% |
| 1Y | +89.2% | -34.3% | +123.6% | +125.4% |
| 3Y | +502.5% | -12.5% | +515.1% | +457.8% |
| All | +173.5% | -36.2% | +209.7% | +211.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling