+3,059.8%
NTRA vs ES
+82.1%
+2,977.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.5% | +1.0% |
| 7D | +0.2% | -3.6% | +3.8% | +1.2% |
| 30D | +4.1% | -4.2% | +8.3% | +5.2% |
| 3M | +50.0% | +0.1% | +49.9% | +49.7% |
| 6M | +67.3% | -6.2% | +73.5% | +69.7% |
| YTD | +43.6% | +4.1% | +39.5% | +41.4% |
| 1Y | +89.2% | +10.2% | +79.1% | +82.1% |
| 3Y | +502.5% | +26.1% | +476.5% | +443.6% |
| 5Y | +173.8% | -5.3% | +179.1% | +169.8% |
| All | +3,059.8% | +82.1% | +2,977.7% | +2,898.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling