+97.0%
NTRA vs EME
+19.7%
+77.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.6% | -0.3% |
| 7D | +0.6% | +1.9% | -1.3% | +0.1% |
| 30D | +19.5% | -8.3% | +27.8% | +22.2% |
| 3M | +47.8% | -10.7% | +58.5% | +50.6% |
| 6M | +61.6% | +1.9% | +59.7% | +58.7% |
| YTD | +43.3% | +23.5% | +19.8% | +35.7% |
| 1Y | +97.0% | +18.0% | +79.1% | +80.2% |
| All | +97.0% | +19.7% | +77.4% | +80.2% |
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