+1,672.7%
NTRA vs ES
+133.7%
+1,539.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.4% |
| 7D | +2.7% | +2.7% | 0.0% | +2.1% |
| 30D | -19.2% | +7.6% | -26.8% | -20.5% |
| 3M | +2.7% | +0.5% | +2.2% | +2.4% |
| 6M | +63.4% | +7.6% | +55.8% | +60.2% |
| YTD | +39.3% | +10.2% | +29.1% | +35.6% |
| 1Y | +59.0% | +1.8% | +57.2% | +57.1% |
| 3Y | +557.4% | +55.4% | +502.0% | +467.5% |
| 5Y | +177.4% | +7.3% | +170.1% | +165.2% |
| 10Y | +2,761.8% | +96.4% | +2,665.4% | +2,730.0% |
| All | +1,672.7% | +133.7% | +1,539.0% | +1,706.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling