+3,059.8%
NTRA vs EPAM
+74.2%
+2,985.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.0% | -2.1% | -0.3% |
| 7D | +0.2% | +0.7% | -0.5% | -0.1% |
| 30D | +4.1% | +17.6% | -13.5% | -2.6% |
| 3M | +50.0% | +27.1% | +22.9% | +33.4% |
| 6M | +67.3% | -17.0% | +84.3% | +76.3% |
| YTD | +43.6% | -42.4% | +86.0% | +72.5% |
| 1Y | +89.2% | -25.3% | +114.5% | +102.4% |
| 3Y | +502.5% | -55.7% | +558.3% | +647.6% |
| 5Y | +173.8% | -81.2% | +255.0% | +360.0% |
| All | +3,059.8% | +74.2% | +2,985.5% | +1,439.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM 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 EPAM 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