+99.0%
NTRA vs ESI
+27.8%
+71.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.6% | +5.3% | +1.3% |
| 7D | -7.9% | -6.6% | -1.3% | -7.0% |
| 30D | -8.1% | -10.9% | +2.8% | -6.8% |
| 3M | +42.1% | -13.8% | +55.9% | +44.4% |
| 6M | +84.8% | -21.5% | +106.4% | +87.6% |
| YTD | +70.7% | +34.7% | +36.0% | +54.7% |
| 1Y | +99.0% | +24.9% | +74.2% | +81.0% |
| All | +99.0% | +27.8% | +71.2% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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