+1,397.9%
NTRA vs ESTC
+26.3%
+1,371.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.5% | +0.3% |
| 7D | +1.1% | -4.3% | +5.4% | +2.7% |
| 30D | +0.6% | +17.7% | -17.1% | -8.5% |
| 3M | +51.8% | +42.3% | +9.6% | +26.7% |
| 6M | +63.6% | +64.6% | -1.0% | +26.8% |
| YTD | +41.5% | +17.2% | +24.3% | +25.0% |
| 1Y | +93.6% | -4.2% | +97.8% | +83.3% |
| 3Y | +498.0% | +13.5% | +484.5% | +336.2% |
| 5Y | +172.5% | -45.5% | +218.0% | +163.8% |
| All | +1,397.9% | +26.3% | +1,371.6% | +623.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling