+2,684.0%
NTRA vs ES
+96.6%
+2,587.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.7% |
| 7D | -11.2% | -1.1% | -10.2% | -10.9% |
| 30D | -18.4% | +8.2% | -26.6% | -20.1% |
| 3M | +2.2% | +0.6% | +1.6% | +1.9% |
| 6M | +58.1% | +6.0% | +52.2% | +55.2% |
| YTD | +41.0% | +9.3% | +31.6% | +36.8% |
| 1Y | +54.1% | +1.1% | +53.0% | +52.2% |
| 3Y | +590.9% | +51.9% | +539.0% | +483.8% |
| 5Y | +180.7% | +6.5% | +174.3% | +166.8% |
| All | +2,684.0% | +96.6% | +2,587.3% | +2,428.2% |
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