+1,723.2%
NTRA vs ES
+128.8%
+1,594.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.3% |
| 7D | +0.6% | +0.3% | +0.3% | +0.5% |
| 30D | +19.5% | -2.0% | +21.5% | +20.0% |
| 3M | +47.8% | +1.7% | +46.1% | +47.0% |
| 6M | +61.6% | -3.5% | +65.2% | +62.6% |
| YTD | +43.3% | +7.9% | +35.3% | +40.2% |
| 1Y | +97.0% | +17.2% | +79.9% | +87.8% |
| 3Y | +424.9% | +29.3% | +395.6% | +378.1% |
| 5Y | +165.2% | -5.7% | +170.9% | +162.1% |
| 10Y | +3,114.3% | +85.2% | +3,029.1% | +3,071.7% |
| All | +1,723.2% | +128.8% | +1,594.5% | +1,768.5% |
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