+497.4%
NTRA vs ELF
-30.3%
+527.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.3% | +3.1% | -0.7% |
| 7D | -0.5% | -10.8% | +10.4% | +0.9% |
| 30D | +4.3% | +0.8% | +3.5% | +4.1% |
| 3M | +50.6% | +64.8% | -14.1% | +41.7% |
| 6M | +63.9% | +19.0% | +45.0% | +59.5% |
| YTD | +42.4% | +25.9% | +16.4% | +37.1% |
| 1Y | +92.1% | -28.8% | +120.9% | +94.9% |
| All | +497.4% | -30.3% | +527.8% | +398.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling