+173.5%
NTRA vs EL
-69.0%
+242.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.6% |
| 7D | +0.2% | -6.5% | +6.7% | +2.4% |
| 30D | +4.1% | +11.1% | -7.0% | +0.2% |
| 3M | +50.0% | +10.7% | +39.3% | +44.3% |
| 6M | +67.3% | +6.9% | +60.4% | +61.1% |
| YTD | +43.6% | -6.3% | +49.9% | +42.5% |
| 1Y | +89.2% | +13.5% | +75.8% | +74.6% |
| 3Y | +502.5% | -33.1% | +535.6% | +543.9% |
| All | +173.5% | -69.0% | +242.6% | +371.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling