+3,059.8%
NTRA vs EME
+1,362.1%
+1,697.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.3% | -3.5% | -1.1% |
| 7D | +0.2% | +3.5% | -3.3% | -1.5% |
| 30D | +4.1% | -6.3% | +10.4% | +6.9% |
| 3M | +50.0% | -3.8% | +53.8% | +50.4% |
| 6M | +67.3% | +8.5% | +58.8% | +57.4% |
| YTD | +43.6% | +27.8% | +15.8% | +24.0% |
| 1Y | +89.2% | +22.2% | +67.0% | +63.5% |
| 3Y | +502.5% | +253.5% | +249.1% | +183.8% |
| 5Y | +173.8% | +578.6% | -404.9% | -11.5% |
| All | +3,059.8% | +1,362.1% | +1,697.6% | +564.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling