+387.2%
NTRA vs EOSE
-60.6%
+447.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.0% |
| 7D | +0.2% | +1.8% | -1.6% | -0.1% |
| 30D | +4.1% | -6.8% | +10.9% | +4.4% |
| 3M | +50.0% | -36.3% | +86.3% | +55.5% |
| 6M | +67.3% | -38.8% | +106.1% | +69.9% |
| YTD | +43.6% | -65.5% | +109.1% | +52.3% |
| 1Y | +89.2% | -45.3% | +134.5% | +85.1% |
| 3Y | +502.5% | +44.2% | +458.4% | +354.3% |
| 5Y | +173.8% | -69.5% | +243.3% | +110.2% |
| All | +387.2% | -60.6% | +447.8% | +291.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling