+502.5%
NTRA vs EOSE
+42.6%
+459.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +0.9% |
| 7D | +0.2% | +1.8% | -1.6% | 0.0% |
| 30D | +4.1% | -6.8% | +10.9% | +4.3% |
| 3M | +50.0% | -36.3% | +86.3% | +53.7% |
| 6M | +67.3% | -38.8% | +106.1% | +69.0% |
| YTD | +43.6% | -65.5% | +109.1% | +50.2% |
| 1Y | +89.2% | -45.3% | +134.5% | +85.6% |
| 3Y | +502.5% | +44.2% | +458.4% | +356.6% |
| All | +502.5% | +42.6% | +459.9% | +356.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling