+99.0%
NTRA vs ES
-1.6%
+100.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.7% |
| 7D | -7.9% | +5.3% | -13.2% | -7.7% |
| 30D | -8.1% | +8.9% | -17.1% | -8.1% |
| 3M | +42.1% | -1.9% | +44.0% | +43.0% |
| 6M | +84.8% | +3.9% | +80.9% | +84.5% |
| YTD | +70.7% | +8.3% | +62.4% | +72.5% |
| 1Y | +99.0% | -0.1% | +99.2% | +100.2% |
| All | +99.0% | -1.6% | +100.6% | +100.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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