+1,420.0%
NTRA vs ESTC
+19.1%
+1,400.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +0.2% | -9.2% | +9.4% | +4.3% |
| 30D | +4.1% | +8.1% | -4.0% | -1.8% |
| 3M | +50.0% | +38.5% | +11.6% | +26.6% |
| 6M | +67.3% | +57.8% | +9.5% | +31.9% |
| YTD | +43.6% | +10.5% | +33.0% | +29.9% |
| 1Y | +89.2% | -6.4% | +95.6% | +80.6% |
| 3Y | +502.5% | +4.7% | +497.9% | +355.9% |
| 5Y | +173.8% | -47.8% | +221.5% | +169.0% |
| All | +1,420.0% | +19.1% | +1,400.9% | +652.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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