+99.0%
NTRA vs EL
+25.6%
+73.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.3% | -5.7% | -0.9% |
| 7D | -7.9% | +2.5% | -10.4% | -8.4% |
| 30D | -8.1% | +20.1% | -28.2% | -11.9% |
| 3M | +42.1% | +29.3% | +12.8% | +33.6% |
| 6M | +84.8% | +38.8% | +46.1% | +70.4% |
| YTD | +70.7% | +8.1% | +62.6% | +63.1% |
| 1Y | +99.0% | +22.3% | +76.7% | +82.9% |
| All | +99.0% | +25.6% | +73.4% | +82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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