+97.0%
NTRA vs EQX
+42.9%
+54.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.5% | +0.7% |
| 7D | +0.6% | -1.4% | +2.0% | +0.9% |
| 30D | +19.5% | +24.4% | -4.9% | +13.9% |
| 3M | +47.8% | +11.6% | +36.1% | +43.1% |
| 6M | +61.6% | -25.0% | +86.6% | +66.7% |
| YTD | +43.3% | -8.4% | +51.6% | +42.3% |
| 1Y | +97.0% | +43.4% | +53.6% | +85.7% |
| All | +97.0% | +42.9% | +54.1% | +85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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