+97.0%
NTRA vs EOSE
-49.1%
+146.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +10.9% | -10.7% | -0.4% |
| 7D | +0.6% | +19.0% | -18.4% | -0.4% |
| 30D | +19.5% | +1.6% | +17.9% | +19.2% |
| 3M | +47.8% | -52.0% | +99.7% | +49.6% |
| 6M | +61.6% | -42.5% | +104.2% | +62.1% |
| YTD | +43.3% | -66.1% | +109.4% | +47.7% |
| 1Y | +97.0% | -47.1% | +144.2% | +104.4% |
| All | +97.0% | -49.1% | +146.1% | +104.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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