+171.2%
NTRA vs ELF
+213.8%
-42.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.3% | +3.1% | -0.5% |
| 7D | -0.5% | -10.8% | +10.4% | +1.4% |
| 30D | +4.3% | +0.8% | +3.5% | +4.0% |
| 3M | +50.6% | +64.8% | -14.1% | +38.2% |
| 6M | +63.9% | +19.0% | +45.0% | +57.8% |
| YTD | +42.4% | +25.9% | +16.4% | +34.9% |
| 1Y | +92.1% | -28.8% | +120.9% | +96.5% |
| 3Y | +501.7% | -29.6% | +531.3% | +450.0% |
| All | +171.2% | +213.8% | -42.5% | +19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling