+2,981.2%
NTRA vs ELF
+317.0%
+2,664.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.1% | +6.0% | +2.6% |
| 7D | +1.6% | -6.8% | +8.4% | +2.8% |
| 30D | +3.8% | +5.1% | -1.3% | +2.7% |
| 3M | +48.2% | +79.8% | -31.5% | +32.7% |
| 6M | +61.0% | +29.7% | +31.2% | +51.9% |
| YTD | +44.2% | +31.6% | +12.6% | +34.7% |
| 1Y | +87.3% | -27.9% | +115.2% | +91.3% |
| 3Y | +509.4% | -26.4% | +535.9% | +467.5% |
| 5Y | +175.1% | +235.6% | -60.5% | +71.5% |
| All | +2,981.2% | +317.0% | +2,664.2% | +1,468.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling