+1,711.9%
NTRA vs EME
+1,528.2%
+183.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -0.9% |
| 7D | -0.5% | +0.9% | -1.4% | -1.0% |
| 30D | +4.3% | -8.4% | +12.7% | +8.3% |
| 3M | +50.6% | -3.6% | +54.2% | +50.8% |
| 6M | +63.9% | +3.6% | +60.4% | +57.5% |
| YTD | +42.4% | +22.5% | +19.8% | +25.1% |
| 1Y | +92.1% | +18.2% | +73.9% | +68.1% |
| 3Y | +501.7% | +238.4% | +263.4% | +185.0% |
| 5Y | +171.4% | +550.5% | -379.1% | -12.5% |
| 10Y | +3,161.4% | +1,295.3% | +1,866.1% | +528.5% |
| All | +1,711.9% | +1,528.2% | +183.7% | +218.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling