+1,711.9%
NTRA vs EFX
+91.3%
+1,620.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.2% | -1.2% |
| 7D | -0.5% | -11.1% | +10.7% | +4.6% |
| 30D | +4.3% | -7.4% | +11.7% | +7.4% |
| 3M | +50.6% | +1.5% | +49.2% | +47.3% |
| 6M | +63.9% | -13.7% | +77.6% | +71.7% |
| YTD | +42.4% | -21.9% | +64.2% | +53.8% |
| 1Y | +92.1% | -30.8% | +122.9% | +118.4% |
| 3Y | +501.7% | -12.4% | +514.1% | +485.0% |
| 5Y | +171.4% | -35.9% | +207.4% | +200.1% |
| 10Y | +3,161.4% | +41.0% | +3,120.4% | +2,410.8% |
| All | +1,711.9% | +91.3% | +1,620.6% | +1,069.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling