+3,059.8%
NTRA vs ESI
+312.8%
+2,747.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.6% |
| 7D | +0.2% | -4.6% | +4.9% | +2.5% |
| 30D | +4.1% | -10.5% | +14.6% | +9.5% |
| 3M | +50.0% | -19.8% | +69.8% | +63.9% |
| 6M | +67.3% | +5.8% | +61.5% | +54.4% |
| YTD | +43.6% | +38.3% | +5.3% | +13.5% |
| 1Y | +89.2% | +31.5% | +57.7% | +52.2% |
| 3Y | +502.5% | +80.7% | +421.9% | +291.7% |
| 5Y | +173.8% | +69.4% | +104.3% | +78.6% |
| All | +3,059.8% | +312.8% | +2,747.0% | +1,024.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling