+99.0%
NTRA vs EME
-3.1%
+102.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -9.6% | +10.3% | +2.9% |
| 7D | -7.9% | -5.8% | -2.1% | -6.7% |
| 30D | -8.1% | -17.9% | +9.8% | -4.1% |
| 3M | +42.1% | -22.0% | +64.1% | +50.3% |
| 6M | +84.8% | -29.7% | +114.5% | +100.4% |
| YTD | +70.7% | +4.7% | +66.0% | +62.0% |
| 1Y | +99.0% | -2.1% | +101.2% | +94.0% |
| All | +99.0% | -3.1% | +102.1% | +94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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