+497.4%
NTRA vs EL
-34.4%
+531.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.1% | -0.8% |
| 7D | -0.5% | -4.4% | +3.9% | +0.4% |
| 30D | +4.3% | +10.3% | -6.0% | +2.1% |
| 3M | +50.6% | +13.4% | +37.3% | +46.5% |
| 6M | +63.9% | +3.1% | +60.9% | +61.2% |
| YTD | +42.4% | -6.9% | +49.3% | +41.8% |
| 1Y | +92.1% | +11.9% | +80.2% | +84.4% |
| All | +497.4% | -34.4% | +531.9% | +461.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling