+1,700.8%
NTRA vs EL
+34.9%
+1,665.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.5% |
| 7D | +1.1% | +1.7% | -0.6% | +0.4% |
| 30D | +0.6% | +15.5% | -14.9% | -5.0% |
| 3M | +51.8% | +20.6% | +31.3% | +40.7% |
| 6M | +63.6% | +10.5% | +53.1% | +54.7% |
| YTD | +41.5% | -1.9% | +43.4% | +37.8% |
| 1Y | +93.6% | +16.1% | +77.6% | +75.3% |
| 3Y | +498.0% | -30.2% | +528.3% | +515.8% |
| 5Y | +172.5% | -67.4% | +239.8% | +307.1% |
| 10Y | +2,960.8% | +31.2% | +2,929.6% | +2,651.7% |
| All | +1,700.8% | +34.9% | +1,665.9% | +1,492.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling