+99.0%
NTRA vs ELF
-3.2%
+102.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.4% |
| 7D | -7.9% | -1.5% | -6.3% | -7.7% |
| 30D | -8.1% | +9.5% | -17.7% | -9.2% |
| 3M | +42.1% | +29.4% | +12.7% | +37.7% |
| 6M | +84.8% | +83.7% | +1.1% | +72.3% |
| YTD | +70.7% | +49.4% | +21.3% | +61.8% |
| 1Y | +99.0% | -3.9% | +103.0% | +93.0% |
| All | +99.0% | -3.2% | +102.3% | +93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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