+60.9%
NTRA vs ES
+1.3%
+59.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +1.0% |
| 7D | -11.2% | -1.1% | -10.2% | -11.2% |
| 30D | -18.4% | +8.2% | -26.6% | -18.2% |
| 3M | +2.2% | +0.6% | +1.6% | +2.9% |
| 6M | +58.1% | +6.0% | +52.2% | +58.3% |
| YTD | +41.0% | +9.3% | +31.6% | +42.7% |
| All | +60.9% | +1.3% | +59.6% | +61.9% |
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