+2,440.0%
NTRA vs EQX
+232.0%
+2,208.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.8% | +0.5% |
| 7D | +0.2% | -3.2% | +3.4% | +0.8% |
| 30D | +4.1% | +7.8% | -3.7% | +2.5% |
| 3M | +50.0% | +21.3% | +28.7% | +44.0% |
| 6M | +67.3% | -22.4% | +89.7% | +73.5% |
| YTD | +43.6% | -11.3% | +54.9% | +44.0% |
| 1Y | +89.2% | +13.5% | +75.7% | +80.3% |
| 3Y | +502.5% | +162.1% | +340.4% | +369.9% |
| 5Y | +173.8% | +84.2% | +89.6% | +115.8% |
| All | +2,440.0% | +232.0% | +2,208.0% | +2,526.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling