+89.2%
NTRA vs ELF
-28.2%
+117.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.7% |
| 7D | +0.2% | -11.6% | +11.9% | +1.8% |
| 30D | +4.1% | +4.6% | -0.5% | +3.4% |
| 3M | +50.0% | +59.7% | -9.7% | +42.3% |
| 6M | +67.3% | +21.2% | +46.1% | +62.4% |
| YTD | +43.6% | +27.4% | +16.1% | +38.7% |
| 1Y | +89.2% | -29.8% | +119.1% | +90.5% |
| All | +89.2% | -28.2% | +117.5% | +90.5% |
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